+21.9%
WAT vs RACE
-2.3%
+24.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.4% |
| 7D | +2.0% | -4.0% | +6.0% | +2.8% |
| 30D | +7.7% | +3.5% | +4.1% | +7.1% |
| 3M | +11.1% | -0.4% | +11.5% | +11.2% |
| 6M | +31.2% | +23.2% | +8.1% | +26.0% |
| YTD | +21.7% | +11.0% | +10.7% | +18.5% |
| All | +21.9% | -2.3% | +24.2% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling