+103.8%
WFC vs RUN
-33.9%
+137.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +2.5% | -13.5% | +16.0% | +3.7% |
| 30D | +7.0% | +18.3% | -11.3% | +5.2% |
| 3M | -1.8% | -12.5% | +10.7% | -1.1% |
| 6M | +18.4% | -40.3% | +58.7% | +22.3% |
| YTD | -5.6% | -53.1% | +47.5% | -1.7% |
| 1Y | +3.9% | -54.3% | +58.1% | +8.2% |
| 3Y | +126.3% | -6.5% | +132.8% | +96.7% |
| 5Y | +91.1% | -85.3% | +176.4% | +91.8% |
| 10Y | +118.5% | +68.9% | +49.7% | +53.5% |
| All | +103.8% | -33.9% | +137.7% | +46.4% |
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 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