+185.2%
WEC vs RACE
+647.6%
-462.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -0.3% | -2.5% | +2.3% | +0.1% |
| 30D | -1.3% | +0.8% | -2.1% | -1.4% |
| 3M | -3.9% | +17.2% | -21.1% | -6.1% |
| 6M | -8.3% | +13.6% | -21.9% | -10.2% |
| YTD | +3.1% | +12.2% | -9.1% | +0.9% |
| 1Y | +1.9% | -16.3% | +18.2% | +3.6% |
| 3Y | +41.9% | +36.4% | +5.5% | +32.1% |
| 5Y | +30.8% | +95.0% | -64.2% | +13.6% |
| 10Y | +141.9% | +813.2% | -671.3% | +78.1% |
| All | +185.2% | +647.6% | -462.4% | +110.7% |
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 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