+328.7%
WM vs RUN
+133.0%
+195.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.2% |
| 7D | -0.5% | +18.1% | -18.5% | -0.9% |
| 30D | +13.3% | +27.5% | -14.2% | +12.5% |
| 3M | +4.4% | -4.5% | +8.9% | +4.4% |
| 6M | +10.8% | -33.3% | +44.2% | +11.6% |
| YTD | +9.1% | -47.1% | +56.1% | +10.0% |
| 1Y | +19.1% | -43.1% | +62.3% | +19.8% |
| 3Y | +45.7% | -3.0% | +48.6% | +36.2% |
| 5Y | +60.4% | -82.6% | +143.0% | +60.4% |
| 10Y | +328.7% | +103.3% | +225.4% | +236.9% |
| All | +328.7% | +133.0% | +195.7% | +236.9% |
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