-37.1%
RUN vs WSM
+226.4%
-263.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -0.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -14.0% | -10.7% | -3.2% | -7.9% |
| 3M | -27.5% | +8.5% | -36.0% | -30.8% |
| 6M | -29.0% | +19.6% | -48.6% | -36.5% |
| YTD | -53.1% | +26.6% | -79.7% | -59.0% |
| 1Y | -46.7% | +12.0% | -58.7% | -50.5% |
| All | -37.1% | +226.4% | -263.5% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling