+11.4%
WBD vs RUN
+42.2%
-30.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.7% | -3.7% | +3.0% | -0.2% |
| 30D | +1.4% | -13.0% | +14.4% | +3.2% |
| 3M | +4.4% | -31.8% | +36.2% | +9.3% |
| 6M | +0.8% | -32.2% | +33.1% | +4.7% |
| YTD | -2.7% | -53.5% | +50.8% | +4.5% |
| 1Y | +73.4% | -46.5% | +119.9% | +80.4% |
| 3Y | +142.1% | -37.6% | +179.8% | +108.2% |
| 5Y | +7.2% | -80.9% | +88.1% | +1.9% |
| All | +11.4% | +42.2% | -30.8% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling