+48.5%
WAB vs RUN
-46.7%
+95.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.1% |
| 7D | -0.2% | -3.4% | +3.2% | +0.1% |
| 30D | -5.9% | -14.0% | +8.1% | -4.8% |
| 3M | +9.4% | -27.5% | +36.9% | +11.7% |
| 6M | +13.8% | -29.0% | +42.8% | +16.0% |
| YTD | +31.8% | -53.1% | +84.9% | +35.4% |
| 1Y | +48.5% | -46.7% | +95.2% | +46.3% |
| All | +48.5% | -46.7% | +95.2% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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