+228.3%
WAT vs RACE
+729.2%
-500.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +0.6% | -1.2% | +1.8% | +1.0% |
| 30D | +5.4% | +6.1% | -0.7% | +3.3% |
| 3M | +11.3% | -0.3% | +11.6% | +11.2% |
| 6M | +37.4% | +23.4% | +14.0% | +27.0% |
| YTD | +21.2% | +12.5% | +8.6% | +14.8% |
| 1Y | +21.3% | -0.5% | +21.8% | +19.9% |
| 3Y | +83.4% | +23.6% | +59.8% | +60.7% |
| 5Y | +29.0% | +65.4% | -36.5% | -1.2% |
| All | +228.3% | +729.2% | -500.9% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling