-46.5%
RUN vs WY
-9.1%
-37.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -3.7% | -4.2% | +0.5% | -2.1% |
| 30D | -13.0% | -10.1% | -2.9% | -9.4% |
| 3M | -31.8% | -8.5% | -23.3% | -29.2% |
| 6M | -32.2% | -3.3% | -28.9% | -30.0% |
| YTD | -53.5% | -4.4% | -49.1% | -52.6% |
| 1Y | -46.5% | -11.5% | -35.1% | -45.4% |
| All | -46.5% | -9.1% | -37.5% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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