+366.0%
WDC vs RUN
-47.1%
+413.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -4.3% | -3.7% | -0.6% | -3.3% |
| 30D | -1.5% | -13.0% | +11.5% | +2.3% |
| 3M | -15.5% | -31.8% | +16.3% | -6.3% |
| 6M | +66.5% | -32.2% | +98.7% | +84.3% |
| YTD | +159.9% | -53.5% | +213.3% | +197.0% |
| 1Y | +366.0% | -46.5% | +412.5% | +397.1% |
| All | +366.0% | -47.1% | +413.0% | +397.1% |
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 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