-67.7%
BBWI vs RACE
+65.0%
-132.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | -6.2% | +5.1% | -11.3% | -8.6% |
| 30D | +19.9% | +7.7% | +12.2% | +15.5% |
| 3M | +7.1% | +2.2% | +5.0% | +5.8% |
| 6M | +13.7% | +23.8% | -10.1% | +1.1% |
| YTD | +9.6% | +13.9% | -4.3% | +1.1% |
| 1Y | -1.6% | +3.8% | -5.4% | -4.7% |
| 3Y | -25.9% | +28.0% | -53.9% | -42.3% |
| All | -67.7% | +65.0% | -132.7% | -80.5% |
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