+478.8%
WM vs RUN
-24.4%
+503.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.3% | -11.1% | +0.9% |
| 7D | +4.5% | +30.0% | -25.5% | +3.8% |
| 30D | +16.1% | +27.0% | -11.0% | +15.3% |
| 3M | +8.0% | -5.9% | +13.9% | +8.0% |
| 6M | +8.4% | -26.7% | +35.1% | +8.9% |
| YTD | +11.2% | -46.4% | +57.6% | +12.1% |
| 1Y | +22.3% | -52.1% | +74.4% | +23.5% |
| 3Y | +50.2% | -8.9% | +59.2% | +42.2% |
| 5Y | +63.3% | -82.4% | +145.7% | +62.5% |
| 10Y | +355.0% | +109.6% | +245.5% | +287.6% |
| All | +478.8% | -24.4% | +503.3% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling