-14.4%
RUN vs NWSA
+132.4%
-146.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +5.0% |
| 7D | +10.2% | -2.6% | +12.8% | +12.0% |
| 30D | -9.6% | +4.6% | -14.2% | -12.5% |
| 3M | -31.5% | +10.2% | -41.7% | -37.1% |
| 6M | -18.7% | +21.6% | -40.3% | -30.8% |
| YTD | -49.9% | +14.6% | -64.5% | -55.8% |
| 1Y | -45.5% | +0.4% | -45.9% | -48.0% |
| 3Y | -34.1% | +45.0% | -79.1% | -50.9% |
| 5Y | -79.4% | +41.3% | -120.7% | -84.4% |
| 10Y | +48.9% | +142.8% | -93.8% | -24.5% |
| All | -14.4% | +132.4% | -146.8% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling