+423.1%
WM vs RUN
-31.9%
+455.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | -2.4% | -15.3% | +12.9% | -2.0% |
| 3M | +0.4% | -40.0% | +40.4% | +1.5% |
| 6M | -9.5% | -27.0% | +17.5% | -9.2% |
| YTD | +0.5% | -51.7% | +52.2% | +1.6% |
| 1Y | -1.1% | -45.9% | +44.8% | -0.6% |
| 3Y | +46.0% | -43.8% | +89.8% | +40.8% |
| 5Y | +51.8% | -80.5% | +132.3% | +49.7% |
| 10Y | +307.5% | +45.3% | +262.3% | +248.9% |
| All | +423.1% | -31.9% | +455.0% | +353.3% |
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