-82.8%
RUN vs WST
-0.1%
-82.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | +33.4% | -3.1% | +36.5% | +34.6% |
| 30D | +31.1% | +9.1% | +22.0% | +26.8% |
| 3M | +6.4% | +14.7% | -8.3% | +0.9% |
| 6M | -22.2% | +28.0% | -50.2% | -29.2% |
| YTD | -45.8% | +45.6% | -91.4% | -53.3% |
| 1Y | -51.1% | +45.7% | -96.8% | -58.0% |
| 3Y | -3.0% | +21.1% | -24.1% | -22.2% |
| All | -82.8% | -0.1% | -82.7% | -84.2% |
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 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