-10.9%
RACE vs WETO
-99.4%
+88.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.9% |
| 7D | -2.6% | -38.7% | +36.0% | -2.8% |
| 30D | -1.1% | -51.3% | +50.2% | -0.7% |
| 3M | +12.5% | -97.8% | +110.4% | +13.3% |
| 6M | +17.4% | -94.8% | +112.2% | +18.7% |
| YTD | +10.1% | -97.2% | +107.3% | +12.0% |
| 1Y | -15.1% | -98.9% | +83.8% | -12.2% |
| All | -10.9% | -99.4% | +88.5% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling