-20.9%
RUN vs WWD
+642.8%
-663.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.0% | -4.1% | -4.9% |
| 7D | -13.7% | +8.2% | -21.8% | -17.7% |
| 30D | +9.4% | -0.2% | +9.6% | +8.6% |
| 3M | -13.4% | -8.4% | -5.0% | -9.6% |
| 6M | -39.6% | -9.5% | -30.1% | -37.2% |
| YTD | -53.7% | +10.1% | -63.8% | -57.9% |
| 1Y | -56.2% | +21.6% | -77.7% | -62.7% |
| 3Y | -9.7% | +149.6% | -159.3% | -53.1% |
| 5Y | -85.5% | +191.3% | -276.8% | -93.1% |
| 10Y | +66.7% | +455.2% | -388.4% | -47.5% |
| All | -20.9% | +642.8% | -663.7% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling