+427.0%
WMT vs RUN
-29.4%
+456.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.1% |
| 7D | +0.1% | +10.2% | -10.0% | -0.1% |
| 30D | -5.0% | -9.6% | +4.6% | -4.7% |
| 3M | -11.3% | -31.5% | +20.2% | -10.6% |
| 6M | -13.8% | -18.7% | +4.9% | -13.6% |
| YTD | -4.2% | -49.9% | +45.7% | -3.2% |
| 1Y | +4.6% | -45.5% | +50.1% | +5.1% |
| 3Y | +100.5% | -34.1% | +134.6% | +92.9% |
| 5Y | +129.7% | -79.4% | +209.1% | +125.9% |
| 10Y | +423.4% | +48.9% | +374.5% | +386.4% |
| All | +427.0% | -29.4% | +456.4% | +385.2% |
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