-14.4%
RUN vs WSM
+588.5%
-602.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +10.2% | +2.6% | +7.6% | +8.7% |
| 30D | -9.6% | -9.5% | -0.1% | -4.8% |
| 3M | -31.5% | +12.9% | -44.4% | -35.8% |
| 6M | -18.7% | +23.0% | -41.7% | -27.4% |
| YTD | -49.9% | +28.9% | -78.8% | -56.0% |
| 1Y | -45.5% | +13.7% | -59.2% | -49.3% |
| 3Y | -34.1% | +232.6% | -266.7% | -65.4% |
| 5Y | -79.4% | +185.9% | -265.3% | -88.6% |
| 10Y | +48.9% | +998.6% | -949.7% | -57.5% |
| All | -14.4% | +588.5% | -602.8% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling