-81.4%
RUN vs WTW
+42.0%
-123.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.7% | -5.7% | +2.0% | -1.1% |
| 30D | -13.0% | -7.3% | -5.8% | -10.0% |
| 3M | -31.8% | +21.5% | -53.3% | -38.8% |
| 6M | -32.2% | +9.6% | -41.9% | -36.8% |
| YTD | -53.5% | -3.3% | -50.2% | -53.2% |
| 1Y | -46.5% | -6.1% | -40.4% | -45.5% |
| 3Y | -37.6% | +61.8% | -99.5% | -65.4% |
| All | -81.4% | +42.0% | -123.4% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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