+41.5%
RUN vs WWD
+490.2%
-448.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.0% |
| 7D | -3.4% | -2.9% | -0.5% | -1.7% |
| 30D | -14.0% | -6.6% | -7.4% | -10.4% |
| 3M | -27.5% | -9.3% | -18.2% | -23.6% |
| 6M | -29.0% | -13.6% | -15.4% | -23.6% |
| YTD | -53.1% | +10.4% | -63.5% | -57.1% |
| 1Y | -46.7% | +39.9% | -86.6% | -58.2% |
| 3Y | -38.3% | +165.0% | -203.4% | -69.2% |
| 5Y | -80.7% | +183.8% | -264.5% | -90.8% |
| All | +41.5% | +490.2% | -448.8% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling