+86.8%
WFC vs RACE
+65.0%
+21.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.2% | +5.1% | -3.8% | -0.2% |
| 30D | +5.2% | +7.7% | -2.5% | +3.0% |
| 3M | -3.0% | +2.2% | -5.2% | -3.8% |
| 6M | +6.2% | +23.8% | -17.6% | -0.8% |
| YTD | -7.9% | +13.9% | -21.8% | -12.4% |
| 1Y | +0.3% | +3.8% | -3.5% | -1.8% |
| 3Y | +117.7% | +28.0% | +89.7% | +85.2% |
| All | +86.8% | +65.0% | +21.7% | +29.2% |
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