+5.6%
WM vs RACE
+27.8%
-22.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.6% | +1.6% |
| 7D | +5.9% | +9.9% | -4.0% | +6.0% |
| 30D | +15.4% | +12.8% | +2.6% | +15.5% |
| 3M | +6.3% | +7.4% | -1.0% | +6.3% |
| 6M | +5.6% | +27.6% | -22.0% | +6.6% |
| All | +5.6% | +27.8% | -22.2% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling