+129.3%
WFC vs RACE
+93.6%
+35.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | +3.8% | -2.5% | +6.3% | +4.5% |
| 30D | +1.5% | +0.8% | +0.7% | +1.1% |
| 3M | +10.9% | +17.2% | -6.3% | +5.5% |
| 6M | +8.4% | +13.6% | -5.2% | +3.8% |
| YTD | -1.9% | +12.2% | -14.1% | -6.2% |
| 1Y | +12.3% | -16.3% | +28.6% | +17.2% |
| 3Y | +132.3% | +36.4% | +95.9% | +91.8% |
| All | +129.3% | +93.6% | +35.8% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling