-45.5%
RUN vs WST
+35.8%
-81.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +10.2% | -0.3% | +10.4% | +10.3% |
| 30D | -9.6% | -4.6% | -5.0% | -8.4% |
| 3M | -31.5% | +5.7% | -37.2% | -32.3% |
| 6M | -18.7% | +37.6% | -56.3% | -23.7% |
| YTD | -49.9% | +23.0% | -72.9% | -52.7% |
| 1Y | -45.5% | +33.8% | -79.3% | -49.2% |
| All | -45.5% | +35.8% | -81.3% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling