-53.9%
RUN vs WWD
+27.2%
-81.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 7D | +18.5% | +7.3% | +11.1% | +14.8% |
| 30D | +15.5% | -2.0% | +17.5% | +16.3% |
| 3M | -20.3% | -12.6% | -7.7% | -15.6% |
| 6M | -30.8% | -8.4% | -22.4% | -29.3% |
| YTD | -52.2% | +8.2% | -60.5% | -54.3% |
| 1Y | -53.9% | +26.5% | -80.4% | -58.4% |
| All | -53.9% | +27.2% | -81.1% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling