+317.0%
FWONK vs RACE
+844.0%
-527.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | -7.7% | +1.6% | -9.4% | -8.4% |
| 3M | +5.7% | +13.2% | -7.5% | 0.0% |
| 6M | +13.5% | +22.9% | -9.4% | +2.9% |
| YTD | -3.0% | +13.3% | -16.2% | -9.4% |
| 1Y | -6.4% | -12.7% | +6.3% | -3.2% |
| 3Y | +43.8% | +40.3% | +3.6% | +12.4% |
| 5Y | +98.6% | +96.5% | +2.1% | +26.3% |
| All | +317.0% | +844.0% | -527.0% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling