+114.5%
WFC vs RACE
+658.9%
-544.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +0.6% | +5.1% | -4.4% | -1.0% |
| 30D | +4.6% | +7.7% | -3.1% | +2.0% |
| 3M | -3.6% | +2.2% | -5.8% | -4.5% |
| 6M | +5.6% | +23.8% | -18.2% | -2.8% |
| YTD | -8.5% | +13.9% | -22.4% | -14.0% |
| 1Y | -0.3% | +3.8% | -4.1% | -3.2% |
| 3Y | +116.4% | +28.0% | +88.4% | +85.3% |
| 5Y | +87.2% | +64.9% | +22.3% | +40.9% |
| 10Y | +145.8% | +780.4% | -634.6% | +8.3% |
| All | +114.5% | +658.9% | -544.4% | -8.0% |
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