+63.3%
WM vs RACE
+65.1%
-1.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +4.5% | +5.7% | -1.2% | +3.7% |
| 30D | +16.1% | +9.3% | +6.8% | +14.7% |
| 3M | +8.0% | +3.8% | +4.2% | +7.4% |
| 6M | +8.4% | +29.8% | -21.4% | +4.2% |
| YTD | +11.2% | +15.6% | -4.4% | +8.4% |
| 1Y | +22.3% | +5.1% | +17.3% | +21.1% |
| 3Y | +50.2% | +30.8% | +19.5% | +39.7% |
| 5Y | +63.3% | +67.4% | -4.1% | +41.6% |
| All | +63.3% | +65.1% | -1.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling