+475.0%
WDC vs RUN
-34.8%
+509.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +0.2% |
| 7D | +16.3% | -13.7% | +30.0% | +18.7% |
| 30D | -18.3% | +9.4% | -27.6% | -20.2% |
| 3M | -31.4% | -13.4% | -18.0% | -30.8% |
| 6M | -36.3% | -39.6% | +3.3% | -32.2% |
| YTD | +80.8% | -53.7% | +134.5% | +96.1% |
| 1Y | +87.7% | -56.2% | +143.9% | +104.9% |
| 3Y | +819.4% | -9.7% | +829.2% | +648.4% |
| 5Y | +583.2% | -85.5% | +668.7% | +605.0% |
| 10Y | +689.8% | +66.7% | +623.1% | +357.7% |
| All | +475.0% | -34.8% | +509.7% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling