-7.3%
RUN vs WST
+588.4%
-595.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.3% |
| 7D | +33.4% | -3.1% | +36.5% | +34.9% |
| 30D | +31.1% | +9.1% | +22.0% | +25.9% |
| 3M | +6.4% | +14.7% | -8.3% | -0.2% |
| 6M | -22.2% | +28.0% | -50.2% | -30.5% |
| YTD | -45.8% | +45.6% | -91.4% | -54.8% |
| 1Y | -51.1% | +45.7% | -96.8% | -59.3% |
| 3Y | -3.0% | +21.1% | -24.1% | -24.1% |
| 5Y | -82.2% | +0.3% | -82.6% | -84.7% |
| 10Y | +111.9% | +449.0% | -337.1% | -18.7% |
| All | -7.3% | +588.4% | -595.7% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling