+421.6%
WELL vs RACE
+670.3%
-248.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +5.3% | +5.7% | -0.4% | +3.6% |
| 30D | +8.7% | +9.3% | -0.6% | +6.0% |
| 3M | +3.8% | +3.8% | 0.0% | +2.6% |
| 6M | +15.4% | +29.8% | -14.4% | +5.9% |
| YTD | +33.7% | +15.6% | +18.0% | +26.2% |
| 1Y | +33.6% | +5.1% | +28.6% | +29.9% |
| 3Y | +194.2% | +30.8% | +163.4% | +155.3% |
| 5Y | +227.0% | +67.4% | +159.6% | +155.0% |
| 10Y | +430.7% | +793.6% | -362.9% | +160.1% |
| All | +421.6% | +670.3% | -248.7% | +140.9% |
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