-85.1%
RUN vs NWSA
+18.8%
-103.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | -0.6% |
| 7D | -13.5% | +2.2% | -15.7% | -14.8% |
| 30D | +18.3% | -8.8% | +27.1% | +23.6% |
| 3M | -12.5% | -6.5% | -6.0% | -11.0% |
| 6M | -40.3% | +1.5% | -41.8% | -45.0% |
| YTD | -53.1% | +4.0% | -57.1% | -58.2% |
| 1Y | -54.3% | +3.4% | -57.7% | -59.1% |
| 3Y | -6.5% | +34.8% | -41.3% | -39.4% |
| All | -85.1% | +18.8% | -103.9% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling