-9.5%
RACE vs WETO
-99.4%
+89.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | +1.6% |
| 7D | -2.2% | -19.9% | +17.7% | -2.3% |
| 30D | -0.4% | -42.7% | +42.3% | +0.1% |
| 3M | +17.9% | -97.7% | +115.6% | +18.8% |
| 6M | +19.3% | -94.4% | +113.7% | +20.6% |
| YTD | +11.9% | -97.0% | +108.8% | +13.8% |
| 1Y | -12.7% | -98.9% | +86.1% | -9.7% |
| All | -9.5% | -99.4% | +89.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling