+219.0%
WAB vs RUN
-85.3%
+304.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +5.1% | -13.5% | +18.6% | +6.1% |
| 30D | +4.0% | +18.3% | -14.3% | +2.3% |
| 3M | +0.1% | -12.5% | +12.6% | +0.6% |
| 6M | +12.8% | -40.3% | +53.1% | +16.4% |
| YTD | +40.1% | -53.1% | +93.2% | +45.3% |
| 1Y | +46.4% | -54.3% | +100.6% | +51.9% |
| 3Y | +167.4% | -6.5% | +173.9% | +130.3% |
| All | +219.0% | -85.3% | +304.3% | +229.0% |
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