-53.9%
RUN vs NWSA
+18.2%
-72.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +1.7% |
| 7D | +18.5% | +4.3% | +14.2% | +19.0% |
| 30D | +15.5% | +5.6% | +9.9% | +16.5% |
| 3M | -20.3% | +7.3% | -27.6% | -19.3% |
| 6M | -30.8% | +18.8% | -49.6% | -28.9% |
| YTD | -52.2% | +17.9% | -70.1% | -53.1% |
| 1Y | -53.9% | +19.3% | -73.2% | -53.7% |
| All | -53.9% | +18.2% | -72.1% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling