+991.6%
WDC vs RUN
-80.3%
+1,071.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.6% |
| 7D | +7.5% | -1.8% | +9.3% | +7.7% |
| 30D | +10.1% | -10.8% | +20.9% | +11.4% |
| 3M | -6.8% | -30.2% | +23.3% | -3.0% |
| 6M | +84.1% | -22.3% | +106.5% | +89.5% |
| YTD | +180.3% | -52.2% | +232.4% | +199.0% |
| 1Y | +411.1% | -45.1% | +456.2% | +436.5% |
| 3Y | +1,375.0% | -37.1% | +1,412.1% | +1,262.4% |
| 5Y | +991.6% | -80.3% | +1,071.8% | +996.4% |
| All | +991.6% | -80.3% | +1,071.8% | +996.4% |
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