-45.7%
RUN vs WWD
+42.4%
-88.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.3% |
| 7D | -1.8% | +0.6% | -2.4% | -2.2% |
| 30D | -10.8% | -5.1% | -5.7% | -8.6% |
| 3M | -30.2% | -11.2% | -18.9% | -26.5% |
| 6M | -22.3% | -12.0% | -10.3% | -18.9% |
| YTD | -52.2% | +12.0% | -64.2% | -56.0% |
| All | -45.7% | +42.4% | -88.1% | -58.0% |
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