-17.5%
RUN vs WWD
+674.8%
-692.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.1% |
| 7D | +1.3% | +1.3% | 0.0% | +0.4% |
| 30D | -15.3% | -7.2% | -8.1% | -11.3% |
| 3M | -40.0% | -3.8% | -36.2% | -39.2% |
| 6M | -27.0% | -9.9% | -17.0% | -23.4% |
| YTD | -51.7% | +14.8% | -66.5% | -56.7% |
| 1Y | -45.9% | +42.1% | -88.0% | -57.7% |
| 3Y | -43.8% | +170.8% | -214.6% | -71.9% |
| 5Y | -80.5% | +197.5% | -278.0% | -90.9% |
| 10Y | +45.3% | +477.8% | -432.6% | -55.0% |
| All | -17.5% | +674.8% | -692.3% | -77.0% |
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 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