+428.1%
WMT vs RUN
+42.2%
+385.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.1% |
| 30D | -7.4% | -13.0% | +5.6% | -7.1% |
| 3M | -10.9% | -31.8% | +20.9% | -10.0% |
| 6M | -12.7% | -32.2% | +19.5% | -12.0% |
| YTD | -3.2% | -53.5% | +50.3% | -1.9% |
| 1Y | +5.3% | -46.5% | +51.8% | +5.8% |
| 3Y | +101.9% | -37.6% | +139.5% | +93.0% |
| 5Y | +134.6% | -80.9% | +215.4% | +131.1% |
| All | +428.1% | +42.2% | +385.9% | +364.9% |
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