-65.9%
BBWI vs RACE
+93.6%
-159.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.8% | +3.8% |
| 7D | +1.5% | -2.5% | +4.0% | +2.9% |
| 30D | -5.2% | +0.8% | -6.0% | -5.8% |
| 3M | +11.1% | +17.2% | -6.0% | +1.9% |
| 6M | -13.4% | +13.6% | -27.0% | -19.3% |
| YTD | +0.1% | +12.2% | -12.1% | -6.9% |
| 1Y | -36.1% | -16.3% | -19.9% | -31.2% |
| 3Y | -44.1% | +36.4% | -80.5% | -58.5% |
| All | -65.9% | +93.6% | -159.5% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling