+583.2%
WDC vs RUN
-85.5%
+668.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | 0.0% |
| 7D | +16.3% | -13.7% | +30.0% | +18.1% |
| 30D | -18.3% | +9.4% | -27.6% | -19.7% |
| 3M | -31.4% | -13.4% | -18.0% | -30.9% |
| 6M | -36.3% | -39.6% | +3.3% | -33.1% |
| YTD | +80.8% | -53.7% | +134.5% | +92.1% |
| 1Y | +87.7% | -56.2% | +143.9% | +100.3% |
| 3Y | +819.4% | -9.7% | +829.2% | +705.1% |
| 5Y | +583.2% | -85.5% | +668.7% | +624.0% |
| All | +583.2% | -85.5% | +668.7% | +624.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling