-34.1%
RUN vs WCC
+137.6%
-171.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.3% |
| 7D | +10.2% | +8.5% | +1.7% | +5.1% |
| 30D | -9.6% | -1.0% | -8.6% | -9.4% |
| 3M | -31.5% | +2.1% | -33.6% | -32.9% |
| 6M | -18.7% | +36.8% | -55.5% | -33.5% |
| YTD | -49.9% | +47.7% | -97.6% | -61.0% |
| 1Y | -45.5% | +66.5% | -112.0% | -60.6% |
| 3Y | -34.1% | +134.2% | -168.2% | -71.6% |
| All | -34.1% | +137.6% | -171.7% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling