+227.9%
WAB vs RACE
+93.6%
+134.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.4% |
| 7D | -3.2% | -2.5% | -0.7% | -2.4% |
| 30D | -4.4% | +0.8% | -5.2% | -4.8% |
| 3M | +7.9% | +17.2% | -9.3% | +1.7% |
| 6M | +8.7% | +13.6% | -4.9% | +3.3% |
| YTD | +33.0% | +12.2% | +20.8% | +26.3% |
| 1Y | +46.7% | -16.3% | +62.9% | +53.6% |
| 3Y | +153.0% | +36.4% | +116.6% | +103.8% |
| All | +227.9% | +93.6% | +134.3% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling