+17.8%
WBD vs RACE
+52.0%
-34.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +17.8% | -4.1% | +4.6% |
| 7D | +13.7% | +17.8% | -4.1% | +4.6% |
| 30D | +13.7% | +17.8% | -4.1% | +4.6% |
| 3M | +13.7% | +17.8% | -4.1% | +4.6% |
| 6M | +13.3% | +14.1% | -0.8% | +5.5% |
| YTD | +7.4% | +4.9% | +2.4% | +3.2% |
| 1Y | +63.0% | -22.6% | +85.6% | +83.4% |
| 3Y | +206.7% | +31.2% | +175.6% | +130.7% |
| All | +17.8% | +52.0% | -34.3% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling