+498.2%
WCN vs RACE
+658.9%
-160.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +2.9% | +5.1% | -2.2% | +1.8% |
| 30D | +22.1% | +7.7% | +14.4% | +20.1% |
| 3M | +13.2% | +2.2% | +11.0% | +12.5% |
| 6M | +23.7% | +23.8% | -0.1% | +17.3% |
| YTD | +8.7% | +13.9% | -5.2% | +4.5% |
| 1Y | +15.3% | +3.8% | +11.6% | +13.2% |
| 3Y | +46.0% | +28.0% | +18.0% | +32.7% |
| 5Y | +45.9% | +64.9% | -19.0% | +22.3% |
| 10Y | +311.1% | +780.4% | -469.3% | +145.1% |
| All | +498.2% | +658.9% | -160.7% | +244.5% |
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