-1.9%
WBD vs RACE
+647.6%
-649.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | -1.8% | -2.5% | +0.7% | -0.8% |
| 30D | +8.8% | +0.8% | +8.0% | +8.3% |
| 3M | +4.6% | +17.2% | -12.5% | -2.6% |
| 6M | +1.1% | +13.6% | -12.5% | -5.4% |
| YTD | -2.0% | +12.2% | -14.2% | -8.4% |
| 1Y | +140.0% | -16.3% | +156.3% | +151.8% |
| 3Y | +144.4% | +36.4% | +107.9% | +102.3% |
| 5Y | -0.2% | +95.0% | -95.2% | -29.4% |
| 10Y | +9.1% | +813.2% | -804.1% | -57.7% |
| All | -1.9% | +647.6% | -649.6% | -64.2% |
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 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