+113.2%
WDC vs RUN
-53.7%
+166.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.0% | -7.1% |
| 7D | -18.3% | +18.5% | -36.8% | -22.1% |
| 30D | -26.7% | +15.5% | -42.2% | -29.8% |
| 3M | -40.9% | -20.3% | -20.6% | -37.5% |
| 6M | -26.8% | -30.8% | +4.0% | -19.9% |
| YTD | +88.2% | -52.2% | +140.4% | +110.1% |
| 1Y | +113.2% | -53.9% | +167.1% | +137.6% |
| All | +113.2% | -53.7% | +166.9% | +137.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling