+336.4%
WM vs RACE
+740.1%
-403.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +1.2% | +5.1% | -3.9% | +0.1% |
| 30D | +13.1% | +7.7% | +5.4% | +11.3% |
| 3M | +3.6% | +2.2% | +1.4% | +3.0% |
| 6M | +8.1% | +23.8% | -15.7% | +2.7% |
| YTD | +8.9% | +13.9% | -5.0% | +4.9% |
| 1Y | +20.3% | +3.8% | +16.6% | +18.3% |
| 3Y | +46.2% | +28.0% | +18.1% | +32.6% |
| 5Y | +59.9% | +64.9% | -5.0% | +33.1% |
| All | +336.4% | +740.1% | -403.6% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling