-17.5%
RUN vs WCC
+516.2%
-533.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.6% |
| 7D | +1.3% | +4.5% | -3.2% | -1.2% |
| 30D | -15.3% | -5.8% | -9.5% | -12.8% |
| 3M | -40.0% | -3.7% | -36.4% | -39.2% |
| 6M | -27.0% | +23.1% | -50.0% | -35.9% |
| YTD | -51.7% | +44.2% | -95.8% | -61.3% |
| 1Y | -45.9% | +62.1% | -108.0% | -59.5% |
| 3Y | -43.8% | +121.1% | -164.9% | -66.9% |
| 5Y | -80.5% | +214.0% | -294.4% | -90.7% |
| 10Y | +45.3% | +472.8% | -427.5% | -59.3% |
| All | -17.5% | +516.2% | -533.6% | -76.8% |
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