+273.4%
WAT vs RACE
+670.3%
-396.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.4% |
| 7D | -5.6% | +5.7% | -11.3% | -7.3% |
| 30D | +3.8% | +9.3% | -5.5% | +0.9% |
| 3M | +13.3% | +3.8% | +9.4% | +11.7% |
| 6M | +32.2% | +29.8% | +2.4% | +20.8% |
| YTD | +19.3% | +15.6% | +3.7% | +12.5% |
| 1Y | +21.8% | +5.1% | +16.7% | +18.4% |
| 3Y | +73.9% | +30.8% | +43.1% | +51.6% |
| 5Y | +32.1% | +67.4% | -35.3% | +3.5% |
| 10Y | +228.2% | +793.6% | -565.4% | +64.6% |
| All | +273.4% | +670.3% | -396.9% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling