-19.9%
RUN vs WWD
+638.2%
-658.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.7% |
| 7D | -13.5% | +4.0% | -17.5% | -15.6% |
| 30D | +18.3% | +0.4% | +17.9% | +17.0% |
| 3M | -12.5% | -7.9% | -4.6% | -8.9% |
| 6M | -40.3% | -10.6% | -29.7% | -37.5% |
| YTD | -53.1% | +9.4% | -62.5% | -57.2% |
| 1Y | -54.3% | +25.7% | -80.0% | -61.8% |
| 3Y | -6.5% | +148.5% | -155.0% | -51.3% |
| 5Y | -85.3% | +189.5% | -274.8% | -93.0% |
| 10Y | +68.9% | +451.8% | -382.9% | -46.7% |
| All | -19.9% | +638.2% | -658.1% | -77.3% |
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