+88.5%
WDC vs RUN
-55.1%
+143.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.3% |
| 7D | +12.1% | -13.5% | +25.6% | +15.2% |
| 30D | -18.8% | +18.3% | -37.1% | -23.6% |
| 3M | -39.3% | -12.5% | -26.8% | -38.2% |
| 6M | -40.1% | -40.3% | +0.2% | -32.6% |
| YTD | +71.8% | -53.1% | +124.9% | +90.0% |
| 1Y | +88.5% | -54.3% | +142.7% | +108.9% |
| All | +88.5% | -55.1% | +143.6% | +108.9% |
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