+33.6%
WEC vs RACE
+93.6%
-60.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -0.3% | -2.5% | +2.3% | 0.0% |
| 30D | -1.3% | +0.8% | -2.1% | -1.4% |
| 3M | -3.9% | +17.2% | -21.1% | -5.5% |
| 6M | -8.3% | +13.6% | -21.9% | -9.7% |
| YTD | +3.1% | +12.2% | -9.1% | +1.5% |
| 1Y | +1.9% | -16.3% | +18.2% | +3.4% |
| 3Y | +41.9% | +36.4% | +5.5% | +32.3% |
| All | +33.6% | +93.6% | -60.0% | +18.7% |
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