+222.9%
WAB vs RUN
-80.3%
+303.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.0% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -4.6% | -10.8% | +6.3% | -3.8% |
| 3M | +5.6% | -30.2% | +35.8% | +8.2% |
| 6M | +13.8% | -22.3% | +36.1% | +15.2% |
| YTD | +31.9% | -52.2% | +84.0% | +37.1% |
| 1Y | +48.3% | -45.1% | +93.4% | +51.6% |
| 3Y | +167.1% | -37.1% | +204.2% | +142.6% |
| 5Y | +222.9% | -80.3% | +303.2% | +218.3% |
| All | +222.9% | -80.3% | +303.1% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling