+44.7%
WM vs RUN
-12.5%
+57.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.6% | +10.9% | +0.2% |
| 7D | +1.2% | +0.3% | +0.8% | +1.2% |
| 30D | +13.7% | +14.0% | -0.3% | +13.9% |
| 3M | +5.2% | -11.8% | +17.0% | +5.1% |
| 6M | +11.2% | -40.4% | +51.6% | +10.5% |
| YTD | +9.4% | -52.7% | +62.1% | +8.8% |
| 1Y | +20.4% | -52.5% | +72.9% | +19.7% |
| 3Y | +44.7% | -7.7% | +52.4% | +40.7% |
| All | +44.7% | -12.5% | +57.1% | +40.7% |
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