+231.8%
WAT vs RACE
+740.2%
-508.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +9.6% | +6.6% | +3.0% | +7.2% |
| 3M | +15.5% | +2.2% | +13.3% | +14.4% |
| 6M | +33.9% | +22.4% | +11.5% | +24.1% |
| YTD | +25.2% | +13.8% | +11.4% | +18.2% |
| 1Y | +26.3% | +2.2% | +24.1% | +23.7% |
| 3Y | +85.8% | +25.6% | +60.2% | +62.0% |
| 5Y | +35.3% | +71.0% | -35.7% | +2.4% |
| 10Y | +231.8% | +739.1% | -507.3% | +59.7% |
| All | +231.8% | +740.2% | -508.4% | +59.7% |
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