+129.9%
WFC vs RACE
+647.6%
-517.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | +3.8% | -2.5% | +6.3% | +4.6% |
| 30D | +1.5% | +0.8% | +0.7% | +1.0% |
| 3M | +10.9% | +17.2% | -6.3% | +4.3% |
| 6M | +8.4% | +13.6% | -5.2% | +2.7% |
| YTD | -1.9% | +12.2% | -14.1% | -7.2% |
| 1Y | +12.3% | -16.3% | +28.6% | +17.1% |
| 3Y | +132.3% | +36.4% | +95.9% | +93.3% |
| 5Y | +130.1% | +95.0% | +35.1% | +61.8% |
| 10Y | +134.4% | +813.2% | -678.9% | +2.4% |
| All | +129.9% | +647.6% | -517.7% | -0.8% |
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