-2.6%
WBD vs RUN
-29.4%
+26.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.9% |
| 7D | -0.7% | +10.2% | -10.9% | -2.0% |
| 30D | +5.0% | -9.6% | +14.6% | +6.2% |
| 3M | +6.2% | -31.5% | +37.7% | +10.7% |
| 6M | +0.6% | -18.7% | +19.3% | +1.7% |
| YTD | -2.4% | -49.9% | +47.5% | +3.2% |
| 1Y | +127.7% | -45.5% | +173.2% | +135.7% |
| 3Y | +148.4% | -34.1% | +182.5% | +116.6% |
| 5Y | +4.2% | -79.4% | +83.7% | -1.3% |
| 10Y | +10.8% | +48.9% | -38.2% | -21.6% |
| All | -2.6% | -29.4% | +26.8% | -30.2% |
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