+115.8%
WFC vs RACE
+658.9%
-543.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +1.2% | +5.1% | -3.8% | -0.5% |
| 30D | +5.2% | +7.7% | -2.5% | +2.6% |
| 3M | -3.0% | +2.2% | -5.2% | -4.0% |
| 6M | +6.2% | +23.8% | -17.6% | -2.2% |
| YTD | -7.9% | +13.9% | -21.8% | -13.4% |
| 1Y | +0.3% | +3.8% | -3.5% | -2.6% |
| 3Y | +117.7% | +28.0% | +89.7% | +86.4% |
| 5Y | +88.4% | +64.9% | +23.4% | +41.7% |
| 10Y | +147.3% | +780.4% | -633.1% | +9.0% |
| All | +115.8% | +658.9% | -543.1% | -7.4% |
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 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