-45.9%
RUN vs WCC
+61.8%
-107.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.6% |
| 7D | +1.3% | +4.5% | -3.2% | -1.3% |
| 30D | -15.3% | -5.8% | -9.5% | -12.6% |
| 3M | -40.0% | -3.7% | -36.4% | -38.9% |
| 6M | -27.0% | +23.1% | -50.0% | -37.5% |
| YTD | -51.7% | +44.2% | -95.8% | -62.5% |
| 1Y | -45.9% | +62.1% | -108.0% | -60.5% |
| All | -45.9% | +61.8% | -107.7% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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