+1,359.8%
WDC vs RUN
-35.6%
+1,395.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.8% |
| 7D | +6.0% | +10.2% | -4.2% | +4.9% |
| 30D | +9.9% | -9.6% | +19.5% | +10.9% |
| 3M | -9.4% | -31.5% | +22.1% | -6.2% |
| 6M | +94.7% | -18.7% | +113.4% | +98.9% |
| YTD | +177.4% | -49.9% | +227.3% | +190.3% |
| 1Y | +412.6% | -45.5% | +458.1% | +433.3% |
| 3Y | +1,359.8% | -34.1% | +1,393.9% | +1,386.8% |
| All | +1,359.8% | -35.6% | +1,395.3% | +1,386.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling