+807.7%
RACE vs WTW
+197.9%
+609.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -2.2% | -7.8% | +5.6% | +0.8% |
| 30D | -0.4% | -7.9% | +7.5% | +2.6% |
| 3M | +17.9% | +19.9% | -2.0% | +9.8% |
| 6M | +19.3% | +9.8% | +9.5% | +14.0% |
| YTD | +11.9% | -3.3% | +15.2% | +11.6% |
| 1Y | -12.7% | -3.3% | -9.4% | -13.0% |
| 3Y | +41.1% | +61.5% | -20.4% | +8.6% |
| 5Y | +94.1% | +42.6% | +51.5% | +56.4% |
| All | +807.7% | +197.9% | +609.8% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WTW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling