-80.3%
RUN vs WCN
+26.9%
-107.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -3.9% |
| 7D | -1.8% | -1.7% | -0.1% | -0.9% |
| 30D | -10.8% | -3.0% | -7.9% | -9.4% |
| 3M | -30.2% | +2.5% | -32.7% | -31.8% |
| 6M | -22.3% | -5.7% | -16.6% | -20.8% |
| YTD | -52.2% | -7.4% | -44.7% | -50.9% |
| 1Y | -45.1% | -8.6% | -36.5% | -43.5% |
| 3Y | -37.1% | +19.4% | -56.5% | -55.0% |
| All | -80.3% | +26.9% | -107.2% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling