+165.1%
WAB vs RUN
-37.3%
+202.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.2% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | -4.6% | -10.8% | +6.3% | -4.0% |
| 3M | +5.6% | -30.2% | +35.8% | +7.3% |
| 6M | +13.8% | -22.3% | +36.1% | +14.8% |
| YTD | +31.9% | -52.2% | +84.0% | +35.1% |
| 1Y | +48.3% | -45.1% | +93.4% | +50.5% |
| All | +165.1% | -37.3% | +202.4% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling