+1,188.5%
WDC vs RUN
+42.2%
+1,146.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | -4.3% | -3.7% | -0.6% | -3.7% |
| 30D | -1.5% | -13.0% | +11.5% | +0.6% |
| 3M | -15.5% | -31.8% | +16.3% | -10.4% |
| 6M | +66.5% | -32.2% | +98.7% | +76.5% |
| YTD | +159.9% | -53.5% | +213.3% | +186.1% |
| 1Y | +366.0% | -46.5% | +412.5% | +399.1% |
| 3Y | +1,285.8% | -37.6% | +1,323.4% | +1,087.5% |
| 5Y | +925.6% | -80.9% | +1,006.4% | +905.8% |
| All | +1,188.5% | +42.2% | +1,146.4% | +527.0% |
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