+103.3%
RUN vs WST
+466.7%
-363.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -3.8% |
| 7D | +18.1% | +1.3% | +16.8% | +17.0% |
| 30D | +27.5% | +12.9% | +14.6% | +20.5% |
| 3M | -4.5% | +16.7% | -21.2% | -11.2% |
| 6M | -33.3% | +26.8% | -60.2% | -40.4% |
| YTD | -47.1% | +50.5% | -97.6% | -56.7% |
| 1Y | -43.1% | +52.9% | -96.0% | -53.9% |
| 3Y | -3.0% | +23.9% | -26.9% | -25.2% |
| 5Y | -82.6% | +1.0% | -83.6% | -85.0% |
| 10Y | +103.3% | +451.4% | -348.1% | -27.4% |
| All | +103.3% | +466.7% | -363.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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