+71.1%
RUN vs WWD
+442.7%
-371.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.0% | -4.1% | -4.9% |
| 7D | -13.7% | +8.2% | -21.8% | -17.8% |
| 30D | +9.4% | -0.2% | +9.6% | +8.6% |
| 3M | -13.4% | -8.4% | -5.0% | -9.5% |
| 6M | -39.6% | -9.5% | -30.1% | -37.1% |
| YTD | -53.7% | +10.1% | -63.8% | -58.0% |
| 1Y | -56.2% | +21.6% | -77.7% | -62.8% |
| 3Y | -9.7% | +149.6% | -159.3% | -53.9% |
| 5Y | -85.5% | +191.3% | -276.8% | -93.3% |
| All | +71.1% | +442.7% | -371.6% | -41.5% |
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 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