-17.5%
RUN vs WU
-34.2%
+16.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.1% |
| 7D | +1.3% | -0.8% | +2.1% | +1.8% |
| 30D | -15.3% | -1.1% | -14.2% | -14.8% |
| 3M | -40.0% | -3.9% | -36.2% | -40.1% |
| 6M | -27.0% | -20.7% | -6.3% | -19.7% |
| YTD | -51.7% | -18.4% | -33.3% | -48.0% |
| 1Y | -45.9% | -8.1% | -37.8% | -46.0% |
| 3Y | -43.8% | -24.2% | -19.6% | -37.3% |
| 5Y | -80.5% | -50.4% | -30.0% | -73.8% |
| 10Y | +45.3% | -40.0% | +85.3% | +61.4% |
| All | -17.5% | -34.2% | +16.7% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling