+583.2%
WDC vs RACE
+62.4%
+520.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | +16.3% | -4.0% | +20.3% | +18.0% |
| 30D | -18.3% | +3.5% | -21.8% | -19.3% |
| 3M | -31.4% | -0.4% | -31.0% | -31.6% |
| 6M | -36.3% | +23.2% | -59.4% | -42.4% |
| YTD | +80.8% | +11.0% | +69.9% | +69.2% |
| 1Y | +87.7% | -2.2% | +89.9% | +86.4% |
| 3Y | +819.4% | +22.5% | +796.9% | +636.6% |
| 5Y | +583.2% | +63.2% | +520.0% | +295.7% |
| All | +583.2% | +62.4% | +520.8% | +295.7% |
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