-80.7%
RUN vs WU
-51.6%
-29.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -3.4% | -5.0% | +1.6% | -1.2% |
| 30D | -14.0% | -2.3% | -11.7% | -13.2% |
| 3M | -27.5% | -3.2% | -24.3% | -28.2% |
| 6M | -29.0% | -25.0% | -3.9% | -20.7% |
| YTD | -53.1% | -21.7% | -31.4% | -49.1% |
| 1Y | -46.7% | -9.0% | -37.8% | -47.0% |
| 3Y | -38.3% | -28.9% | -9.4% | -30.3% |
| 5Y | -80.7% | -51.0% | -29.7% | -78.7% |
| All | -80.7% | -51.6% | -29.1% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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