+420.7%
WELL vs RACE
+658.9%
-238.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +4.4% | +5.1% | -0.6% | +2.9% |
| 30D | +10.8% | +7.7% | +3.1% | +8.5% |
| 3M | +4.2% | +2.2% | +2.0% | +3.4% |
| 6M | +14.0% | +23.8% | -9.8% | +6.2% |
| YTD | +33.4% | +13.9% | +19.5% | +26.5% |
| 1Y | +32.4% | +3.8% | +28.6% | +29.1% |
| 3Y | +194.7% | +28.0% | +166.7% | +157.4% |
| 5Y | +226.5% | +64.9% | +161.5% | +155.6% |
| 10Y | +429.8% | +780.4% | -350.5% | +160.8% |
| All | +420.7% | +658.9% | -238.2% | +141.5% |
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