+118.2%
WFC vs RACE
+740.2%
-622.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.9% | +0.2% | +0.6% | +0.8% |
| 30D | +3.3% | +6.6% | -3.4% | +0.9% |
| 3M | -1.4% | +2.2% | -3.6% | -2.4% |
| 6M | +14.7% | +22.4% | -7.7% | +5.7% |
| YTD | -5.9% | +13.8% | -19.7% | -11.8% |
| 1Y | +1.8% | +2.2% | -0.4% | -0.6% |
| 3Y | +124.9% | +25.6% | +99.3% | +91.4% |
| 5Y | +92.7% | +71.0% | +21.8% | +38.8% |
| 10Y | +118.2% | +739.1% | -620.9% | -5.7% |
| All | +118.2% | +740.2% | -622.0% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling