+26.3%
WAT vs RACE
+2.2%
+24.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | +9.6% | +6.6% | +3.0% | +8.3% |
| 3M | +15.5% | +2.2% | +13.3% | +15.0% |
| 6M | +33.9% | +22.4% | +11.5% | +28.4% |
| YTD | +25.2% | +13.8% | +11.4% | +21.5% |
| 1Y | +26.3% | +2.2% | +24.1% | +27.6% |
| All | +26.3% | +2.2% | +24.1% | +27.6% |
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 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