+712.3%
WDC vs RACE
+28.1%
+684.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.2% |
| 7D | -28.0% | +5.1% | -33.0% | -28.5% |
| 30D | -34.9% | +7.7% | -42.6% | -35.6% |
| 3M | -41.6% | +2.2% | -43.7% | -41.8% |
| 6M | -45.4% | +23.8% | -69.1% | -47.9% |
| YTD | +53.3% | +13.9% | +39.4% | +48.7% |
| 1Y | +61.5% | +3.8% | +57.8% | +60.6% |
| 3Y | +712.3% | +28.0% | +684.3% | +683.6% |
| All | +712.3% | +28.1% | +684.2% | +683.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling