+241.0%
WAB vs RACE
+658.9%
-417.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.4% |
| 7D | +1.4% | +5.1% | -3.7% | -0.4% |
| 30D | +0.4% | +7.7% | -7.3% | -2.3% |
| 3M | -3.8% | +2.2% | -6.0% | -4.8% |
| 6M | +5.1% | +23.8% | -18.7% | -3.8% |
| YTD | +33.3% | +13.9% | +19.4% | +25.2% |
| 1Y | +39.8% | +3.8% | +36.0% | +35.8% |
| 3Y | +161.1% | +28.0% | +133.0% | +123.1% |
| 5Y | +209.5% | +64.9% | +144.5% | +133.4% |
| 10Y | +293.8% | +780.4% | -486.5% | +72.8% |
| All | +241.0% | +658.9% | -417.9% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling