+40.3%
RUN vs WCN
+235.9%
-195.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -3.7% | -3.1% | -0.6% | -1.6% |
| 30D | -13.0% | -3.4% | -9.6% | -10.9% |
| 3M | -31.8% | +3.0% | -34.8% | -33.8% |
| 6M | -32.2% | -3.8% | -28.5% | -31.9% |
| YTD | -53.5% | -8.3% | -45.2% | -52.0% |
| 1Y | -46.5% | -9.7% | -36.8% | -44.7% |
| 3Y | -37.6% | +17.2% | -54.8% | -51.3% |
| 5Y | -80.9% | +25.3% | -106.1% | -85.8% |
| All | +40.3% | +235.9% | -195.6% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling