+40.3%
RUN vs WSM
+1,071.8%
-1,031.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.4% |
| 7D | -3.7% | -0.5% | -3.2% | -3.4% |
| 30D | -13.0% | -7.7% | -5.3% | -9.2% |
| 3M | -31.8% | +3.8% | -35.6% | -33.1% |
| 6M | -32.2% | +22.7% | -54.9% | -39.5% |
| YTD | -53.5% | +28.0% | -81.5% | -59.1% |
| 1Y | -46.5% | +12.7% | -59.3% | -50.1% |
| 3Y | -37.6% | +231.3% | -268.9% | -68.0% |
| 5Y | -80.9% | +177.2% | -258.0% | -89.5% |
| All | +40.3% | +1,071.8% | -1,031.4% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling