+88.4%
WAT vs RACE
+26.8%
+61.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +6.0% | +3.9% | +2.1% | +5.2% |
| 30D | +9.9% | +7.4% | +2.5% | +8.2% |
| 3M | +17.2% | +1.6% | +15.6% | +16.7% |
| 6M | +34.2% | +23.3% | +10.9% | +27.6% |
| YTD | +25.5% | +14.7% | +10.8% | +20.9% |
| 1Y | +28.3% | +2.5% | +25.7% | +26.7% |
| 3Y | +88.4% | +28.0% | +60.4% | +74.9% |
| All | +88.4% | +26.8% | +61.5% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling