+48.9%
RUN vs WST
+321.8%
-272.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.0% |
| 7D | +10.2% | -0.3% | +10.4% | +10.3% |
| 30D | -9.6% | -4.6% | -5.0% | -7.7% |
| 3M | -31.5% | +5.7% | -37.2% | -33.3% |
| 6M | -18.7% | +37.6% | -56.3% | -29.8% |
| YTD | -49.9% | +23.0% | -72.9% | -54.9% |
| 1Y | -45.5% | +33.8% | -79.3% | -53.3% |
| 3Y | -34.1% | -13.4% | -20.7% | -38.1% |
| 5Y | -79.4% | -27.0% | -52.5% | -79.2% |
| 10Y | +48.9% | +324.5% | -275.6% | -40.8% |
| All | +48.9% | +321.8% | -272.9% | -40.8% |
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