+133.3%
WFC vs RUN
-37.3%
+170.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.1% |
| 7D | +0.4% | -1.8% | +2.2% | +0.5% |
| 30D | +2.5% | -10.8% | +13.3% | +2.9% |
| 3M | +10.0% | -30.2% | +40.1% | +11.2% |
| 6M | +15.1% | -22.3% | +37.4% | +15.6% |
| YTD | -2.2% | -52.2% | +50.0% | -0.2% |
| 1Y | +13.5% | -45.1% | +58.6% | +15.2% |
| All | +133.3% | -37.3% | +170.6% | +120.5% |
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 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