+59.7%
WM vs RACE
+65.0%
-5.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | +1.2% | +5.1% | -3.9% | +0.5% |
| 30D | +13.1% | +7.7% | +5.4% | +12.0% |
| 3M | +3.6% | +2.2% | +1.4% | +3.2% |
| 6M | +8.1% | +23.8% | -15.7% | +4.6% |
| YTD | +8.9% | +13.9% | -5.0% | +6.4% |
| 1Y | +20.3% | +3.8% | +16.6% | +19.3% |
| 3Y | +46.2% | +28.0% | +18.1% | +36.3% |
| All | +59.7% | +65.0% | -5.3% | +38.6% |
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