-53.9%
RUN vs WSM
+44.0%
-97.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | -3.1% |
| 7D | +18.5% | +8.0% | +10.5% | +12.2% |
| 30D | +15.5% | +13.5% | +2.0% | +5.9% |
| 3M | -20.3% | +8.8% | -29.2% | -24.8% |
| 6M | -30.8% | +54.7% | -85.5% | -48.6% |
| YTD | -52.2% | +53.3% | -105.5% | -62.1% |
| 1Y | -53.9% | +41.1% | -95.0% | -63.1% |
| All | -53.9% | +44.0% | -97.9% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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