+111.8%
WFC vs RUN
-31.9%
+143.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.8% | +1.3% | +2.5% | +3.7% |
| 30D | +1.5% | -15.3% | +16.7% | +2.7% |
| 3M | +10.9% | -40.0% | +50.9% | +15.1% |
| 6M | +8.4% | -27.0% | +35.4% | +10.2% |
| YTD | -1.9% | -51.7% | +49.8% | +2.4% |
| 1Y | +12.3% | -45.9% | +58.2% | +15.3% |
| 3Y | +132.3% | -43.8% | +176.1% | +113.6% |
| 5Y | +130.1% | -80.5% | +210.6% | +123.5% |
| 10Y | +134.4% | +45.3% | +89.1% | +66.0% |
| All | +111.8% | -31.9% | +143.8% | +52.5% |
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 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