-80.7%
RUN vs WY
-22.3%
-58.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.7% | +1.1% |
| 7D | -3.4% | -3.7% | +0.3% | +0.8% |
| 30D | -14.0% | -11.3% | -2.7% | -1.2% |
| 3M | -27.5% | -8.1% | -19.3% | -20.8% |
| 6M | -29.0% | -7.4% | -21.5% | -23.9% |
| YTD | -53.1% | -4.7% | -48.4% | -52.6% |
| 1Y | -46.7% | -9.2% | -37.5% | -43.8% |
| 3Y | -38.3% | -24.7% | -13.6% | -12.5% |
| 5Y | -80.7% | -21.6% | -59.1% | -68.5% |
| All | -80.7% | -22.3% | -58.4% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling