+142.7%
WFC vs RUN
+43.4%
+99.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | +0.3% | -3.4% | +3.7% | +0.6% |
| 30D | +2.3% | -14.0% | +16.2% | +3.5% |
| 3M | +9.8% | -27.5% | +37.2% | +12.4% |
| 6M | +15.6% | -29.0% | +44.5% | +17.8% |
| YTD | -2.4% | -53.1% | +50.7% | +2.3% |
| 1Y | +13.8% | -46.7% | +60.6% | +17.2% |
| 3Y | +134.6% | -38.3% | +173.0% | +111.1% |
| 5Y | +127.9% | -80.7% | +208.6% | +121.4% |
| All | +142.7% | +43.4% | +99.3% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling