-80.5%
RUN vs WST
-25.7%
-54.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +1.3% | +0.7% | +0.5% | +1.0% |
| 30D | -15.3% | -3.1% | -12.1% | -14.2% |
| 3M | -40.0% | +7.2% | -47.2% | -41.6% |
| 6M | -27.0% | +36.8% | -63.8% | -35.0% |
| YTD | -51.7% | +23.8% | -75.5% | -55.7% |
| 1Y | -45.9% | +37.8% | -83.7% | -52.7% |
| 3Y | -43.8% | -15.9% | -27.9% | -44.1% |
| All | -80.5% | -25.7% | -54.8% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling