+46.2%
WM vs RUN
-8.7%
+54.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.1% |
| 7D | +1.2% | +33.4% | -32.2% | +1.6% |
| 30D | +13.1% | +31.1% | -18.1% | +13.5% |
| 3M | +3.6% | +6.4% | -2.8% | +3.7% |
| 6M | +8.1% | -22.2% | +30.3% | +7.8% |
| YTD | +8.9% | -45.8% | +54.7% | +8.4% |
| 1Y | +20.3% | -51.1% | +71.5% | +19.8% |
| 3Y | +46.2% | -3.0% | +49.2% | +43.7% |
| All | +46.2% | -8.7% | +54.9% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling