+1,354.8%
WPM vs RUN
-31.9%
+1,386.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | +26.4% | -15.3% | +41.6% | +27.8% |
| 3M | +20.8% | -40.0% | +60.8% | +24.9% |
| 6M | +1.1% | -27.0% | +28.1% | +3.0% |
| YTD | +32.5% | -51.7% | +84.1% | +37.6% |
| 1Y | +51.5% | -45.9% | +97.4% | +55.6% |
| 3Y | +267.0% | -43.8% | +310.8% | +252.5% |
| 5Y | +250.1% | -80.5% | +330.6% | +247.3% |
| 10Y | +540.4% | +45.3% | +495.1% | +456.1% |
| All | +1,354.8% | -31.9% | +1,386.7% | +1,215.8% |
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