+336.4%
WM vs RUN
+102.4%
+234.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.1% |
| 7D | +1.2% | +33.4% | -32.2% | +0.4% |
| 30D | +13.1% | +31.1% | -18.1% | +12.2% |
| 3M | +3.6% | +6.4% | -2.8% | +3.3% |
| 6M | +8.1% | -22.2% | +30.3% | +8.4% |
| YTD | +8.9% | -45.8% | +54.7% | +9.8% |
| 1Y | +20.3% | -51.1% | +71.5% | +21.5% |
| 3Y | +46.2% | -3.0% | +49.2% | +36.8% |
| 5Y | +59.9% | -82.2% | +142.1% | +59.8% |
| All | +336.4% | +102.4% | +234.0% | +244.2% |
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