-14.4%
RUN vs WY
+13.1%
-27.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.9% |
| 7D | +10.2% | -2.1% | +12.2% | +11.9% |
| 30D | -9.6% | -10.5% | +0.9% | -1.2% |
| 3M | -31.5% | -4.9% | -26.6% | -29.1% |
| 6M | -18.7% | -4.9% | -13.8% | -16.0% |
| YTD | -49.9% | -1.7% | -48.2% | -50.2% |
| 1Y | -45.5% | -9.4% | -36.1% | -42.6% |
| 3Y | -34.1% | -22.3% | -11.8% | -17.2% |
| 5Y | -79.4% | -20.5% | -58.9% | -73.3% |
| 10Y | +48.9% | +4.9% | +44.0% | +51.8% |
| All | -14.4% | +13.1% | -27.5% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling