+218.1%
WAB vs RUN
-33.9%
+252.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +5.1% | -13.5% | +18.6% | +6.5% |
| 30D | +4.0% | +18.3% | -14.3% | +1.7% |
| 3M | +0.1% | -12.5% | +12.6% | +0.8% |
| 6M | +12.8% | -40.3% | +53.1% | +17.5% |
| YTD | +40.1% | -53.1% | +93.2% | +47.1% |
| 1Y | +46.4% | -54.3% | +100.6% | +53.8% |
| 3Y | +167.4% | -6.5% | +173.9% | +124.0% |
| 5Y | +215.0% | -85.3% | +300.3% | +216.1% |
| 10Y | +269.2% | +68.9% | +200.3% | +150.8% |
| All | +218.1% | -33.9% | +252.0% | +120.1% |
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