+90.5%
WFC vs RACE
+62.4%
+28.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.6% |
| 7D | +1.7% | -4.0% | +5.7% | +2.9% |
| 30D | +6.8% | +3.5% | +3.3% | +5.8% |
| 3M | -3.0% | -0.4% | -2.6% | -3.1% |
| 6M | +15.4% | +23.2% | -7.7% | +7.9% |
| YTD | -5.9% | +11.0% | -16.9% | -9.8% |
| 1Y | +1.7% | -2.2% | +3.9% | +1.4% |
| 3Y | +124.9% | +22.5% | +102.4% | +94.4% |
| 5Y | +90.5% | +63.2% | +27.3% | +32.4% |
| All | +90.5% | +62.4% | +28.1% | +32.4% |
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