-17.5%
RUN vs BBWI
-57.3%
+39.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.5% |
| 7D | +1.3% | +1.5% | -0.3% | +0.6% |
| 30D | -15.3% | -5.2% | -10.1% | -14.1% |
| 3M | -40.0% | +11.1% | -51.1% | -43.0% |
| 6M | -27.0% | -13.4% | -13.6% | -24.6% |
| YTD | -51.7% | +0.1% | -51.8% | -52.7% |
| 1Y | -45.9% | -36.1% | -9.8% | -38.9% |
| 3Y | -43.8% | -44.1% | +0.3% | -35.3% |
| 5Y | -80.5% | -66.2% | -14.2% | -74.3% |
| 10Y | +45.3% | -54.8% | +100.0% | +29.9% |
| All | -17.5% | -57.3% | +39.9% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling