-45.9%
RUN vs WCN
-8.7%
-37.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.7% |
| 7D | +1.3% | -0.6% | +1.9% | +1.1% |
| 30D | -15.3% | +0.4% | -15.7% | -15.1% |
| 3M | -40.0% | +7.3% | -47.3% | -38.8% |
| 6M | -27.0% | -2.5% | -24.4% | -26.2% |
| YTD | -51.7% | -5.4% | -46.3% | -52.8% |
| 1Y | -45.9% | -8.5% | -37.4% | -46.9% |
| All | -45.9% | -8.7% | -37.1% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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