+345.7%
WM vs RACE
+752.7%
-407.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | +4.5% | +5.7% | -1.2% | +3.3% |
| 30D | +16.1% | +9.3% | +6.8% | +13.9% |
| 3M | +8.0% | +3.8% | +4.2% | +7.0% |
| 6M | +8.4% | +29.8% | -21.4% | +1.9% |
| YTD | +11.2% | +15.6% | -4.4% | +6.7% |
| 1Y | +22.3% | +5.1% | +17.3% | +19.9% |
| 3Y | +50.2% | +30.8% | +19.5% | +35.6% |
| 5Y | +63.3% | +67.4% | -4.1% | +35.5% |
| All | +345.7% | +752.7% | -407.0% | +186.9% |
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