+48.1%
WAT vs RACE
+36.9%
+11.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | +2.3% | +0.8% | +1.6% | +2.1% |
| 3M | +8.7% | +17.2% | -8.4% | +4.6% |
| 6M | +28.3% | +13.6% | +14.7% | +24.0% |
| YTD | +7.8% | +12.2% | -4.4% | +4.2% |
| 1Y | +36.6% | -16.3% | +52.9% | +41.3% |
| All | +48.1% | +36.9% | +11.2% | +23.1% |
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 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