+201.9%
WAB vs RUN
-31.9%
+233.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | -4.4% | -15.3% | +10.8% | -3.0% |
| 3M | +7.9% | -40.0% | +47.9% | +13.2% |
| 6M | +8.7% | -27.0% | +35.7% | +11.2% |
| YTD | +33.0% | -51.7% | +84.7% | +40.0% |
| 1Y | +46.7% | -45.9% | +92.5% | +51.1% |
| 3Y | +153.0% | -43.8% | +196.8% | +127.5% |
| 5Y | +222.3% | -80.5% | +302.8% | +211.2% |
| 10Y | +291.0% | +45.3% | +245.7% | +167.8% |
| All | +201.9% | -31.9% | +233.9% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling