-54.8%
RUN vs WWD
+22.1%
-77.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.0% | -4.1% | -5.3% |
| 7D | -13.7% | +8.2% | -21.8% | -16.4% |
| 30D | +9.4% | -0.2% | +9.6% | +8.9% |
| 3M | -13.4% | -8.4% | -5.0% | -10.5% |
| 6M | -39.6% | -9.5% | -30.1% | -37.7% |
| YTD | -53.7% | +10.1% | -63.8% | -56.2% |
| All | -54.8% | +22.1% | -77.0% | -59.4% |
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