-20.9%
RUN vs WCC
+474.5%
-495.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -13.7% | +14.2% | -27.9% | -19.9% |
| 30D | +9.4% | -9.8% | +19.2% | +13.0% |
| 3M | -13.4% | -10.1% | -3.3% | -10.9% |
| 6M | -39.6% | -9.4% | -30.2% | -38.4% |
| YTD | -53.7% | +34.4% | -88.1% | -62.4% |
| 1Y | -56.2% | +23.3% | -79.5% | -62.7% |
| 3Y | -9.7% | +137.9% | -147.7% | -50.4% |
| 5Y | -85.5% | +144.0% | -229.4% | -92.3% |
| 10Y | +66.7% | +442.5% | -375.7% | -52.9% |
| All | -20.9% | +474.5% | -495.4% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling