-0.1%
NWSA vs RACE
+3.0%
-3.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -10.5% | +3.9% | -14.4% | -11.0% |
| 30D | -8.8% | +7.4% | -16.2% | -9.8% |
| 3M | -6.5% | +1.6% | -8.1% | -6.8% |
| 6M | -1.3% | +23.3% | -24.7% | -5.5% |
| YTD | +2.5% | +14.7% | -12.2% | -2.6% |
| All | -0.1% | +3.0% | -3.1% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling