+217.7%
WAB vs RACE
+62.4%
+155.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +7.9% | -4.0% | +11.9% | +9.4% |
| 30D | +4.9% | +3.5% | +1.3% | +3.7% |
| 3M | +1.8% | -0.4% | +2.2% | +1.7% |
| 6M | +12.0% | +23.2% | -11.2% | +3.4% |
| YTD | +41.3% | +11.0% | +30.3% | +34.6% |
| 1Y | +43.8% | -2.2% | +46.1% | +43.3% |
| 3Y | +171.1% | +22.5% | +148.5% | +130.3% |
| 5Y | +217.7% | +63.2% | +154.6% | +128.6% |
| All | +217.7% | +62.4% | +155.3% | +128.6% |
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