+258.0%
WPM vs RUN
-38.5%
+296.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.5% |
| 7D | -3.6% | -3.4% | -0.2% | -3.4% |
| 30D | +12.5% | -14.0% | +26.4% | +13.8% |
| 3M | +40.6% | -27.5% | +68.1% | +43.7% |
| 6M | +0.5% | -29.0% | +29.5% | +3.0% |
| YTD | +29.0% | -53.1% | +82.1% | +34.6% |
| 1Y | +43.8% | -46.7% | +90.5% | +48.4% |
| All | +258.0% | -38.5% | +296.5% | +254.0% |
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