+7.4%
WBD vs RACE
+599.2%
-591.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +17.8% | -4.1% | +6.1% |
| 7D | +13.7% | +17.8% | -4.1% | +6.1% |
| 30D | +13.7% | +17.8% | -4.1% | +6.1% |
| 3M | +13.7% | +17.8% | -4.1% | +6.1% |
| 6M | +13.3% | +14.1% | -0.8% | +6.9% |
| YTD | +7.4% | +4.9% | +2.4% | +4.0% |
| 1Y | +63.0% | -22.6% | +85.6% | +78.3% |
| 3Y | +206.7% | +31.2% | +175.6% | +160.2% |
| 5Y | +18.4% | +90.2% | -71.9% | -14.5% |
| 10Y | +11.8% | +672.3% | -660.5% | -53.2% |
| All | +7.4% | +599.2% | -591.8% | -59.3% |
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