+124.9%
WBD vs RACE
-13.6%
+138.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.9% |
| 7D | -0.6% | -2.2% | +1.6% | -0.5% |
| 30D | +4.2% | -0.4% | +4.6% | +4.2% |
| 3M | +7.5% | +17.9% | -10.4% | +5.9% |
| 6M | +1.6% | +19.3% | -17.7% | 0.0% |
| YTD | -2.2% | +11.9% | -14.0% | -3.0% |
| 1Y | +124.9% | -12.7% | +137.6% | +138.2% |
| All | +124.9% | -13.6% | +138.5% | +138.2% |
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