-45.9%
RUN vs WWD
+41.9%
-87.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | +1.3% | +1.3% | 0.0% | +0.6% |
| 30D | -15.3% | -7.2% | -8.1% | -12.1% |
| 3M | -40.0% | -3.8% | -36.2% | -39.4% |
| 6M | -27.0% | -9.9% | -17.0% | -24.6% |
| YTD | -51.7% | +14.8% | -66.5% | -56.1% |
| 1Y | -45.9% | +42.1% | -88.0% | -58.5% |
| All | -45.9% | +41.9% | -87.8% | -58.5% |
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