+237.4%
WAT vs RACE
+647.6%
-410.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -1.3% | -2.5% | +1.2% | -0.5% |
| 30D | +2.3% | +0.8% | +1.6% | +2.0% |
| 3M | +8.7% | +17.2% | -8.4% | +3.0% |
| 6M | +28.3% | +13.6% | +14.7% | +22.3% |
| YTD | +7.8% | +12.2% | -4.4% | +2.7% |
| 1Y | +36.6% | -16.3% | +52.9% | +42.2% |
| 3Y | +45.7% | +36.4% | +9.2% | +25.0% |
| 5Y | -3.3% | +95.0% | -98.3% | -27.7% |
| 10Y | +162.1% | +813.2% | -651.1% | +31.5% |
| All | +237.4% | +647.6% | -410.2% | +70.1% |
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 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