+55.8%
WEC vs RACE
+62.4%
-6.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | -0.7% | -4.0% | +3.3% | -0.3% |
| 30D | +11.0% | +3.5% | +7.4% | +10.6% |
| 3M | +8.6% | -0.4% | +9.0% | +8.6% |
| 6M | +6.2% | +23.2% | -17.0% | +3.7% |
| YTD | +14.3% | +11.0% | +3.3% | +12.6% |
| 1Y | +8.4% | -2.2% | +10.6% | +8.3% |
| 3Y | +62.9% | +22.5% | +40.3% | +53.7% |
| 5Y | +55.8% | +63.2% | -7.3% | +36.8% |
| All | +55.8% | +62.4% | -6.6% | +36.8% |
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