+330.8%
WM vs RUN
+66.4%
+264.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +1.7% |
| 7D | +1.2% | -13.7% | +14.9% | +1.5% |
| 30D | +15.2% | +9.4% | +5.9% | +14.9% |
| 3M | +8.3% | -13.4% | +21.8% | +8.6% |
| 6M | +13.1% | -39.6% | +52.7% | +14.2% |
| YTD | +12.5% | -53.7% | +66.2% | +13.9% |
| 1Y | +21.8% | -56.2% | +78.0% | +23.4% |
| 3Y | +48.8% | -9.7% | +58.5% | +39.1% |
| 5Y | +62.1% | -85.5% | +147.5% | +63.1% |
| All | +330.8% | +66.4% | +264.4% | +243.8% |
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