+218.5%
WEC vs RACE
+670.3%
-451.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +3.2% | +5.7% | -2.4% | +2.5% |
| 30D | +14.7% | +9.3% | +5.4% | +13.3% |
| 3M | +10.2% | +3.8% | +6.4% | +9.6% |
| 6M | +4.5% | +29.8% | -25.3% | +0.6% |
| YTD | +15.1% | +15.6% | -0.5% | +12.2% |
| 1Y | +9.4% | +5.1% | +4.3% | +8.1% |
| 3Y | +56.9% | +30.8% | +26.1% | +47.2% |
| 5Y | +54.4% | +67.4% | -13.0% | +37.6% |
| 10Y | +183.5% | +793.6% | -610.1% | +108.4% |
| All | +218.5% | +670.3% | -451.8% | +134.3% |
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