+7.8%
WBD vs RUN
-81.3%
+89.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +3.0% | +1.3% |
| 7D | -0.6% | -3.4% | +2.8% | -0.1% |
| 30D | +4.2% | -14.0% | +18.1% | +6.2% |
| 3M | +7.5% | -27.5% | +35.0% | +11.7% |
| 6M | +1.6% | -29.0% | +30.6% | +4.9% |
| YTD | -2.2% | -53.1% | +50.9% | +5.2% |
| 1Y | +124.9% | -46.7% | +171.6% | +133.9% |
| 3Y | +149.1% | -38.3% | +187.4% | +107.7% |
| 5Y | +7.8% | -80.7% | +88.5% | -3.1% |
| All | +7.8% | -81.3% | +89.1% | -3.1% |
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 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