+448.2%
WM vs RACE
+688.6%
-240.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.6% | +0.8% |
| 7D | +5.9% | +9.9% | -4.0% | +4.0% |
| 30D | +15.4% | +12.8% | +2.6% | +12.7% |
| 3M | +6.3% | +7.4% | -1.0% | +4.7% |
| 6M | +5.6% | +27.6% | -22.0% | 0.0% |
| YTD | +9.9% | +18.4% | -8.4% | +5.3% |
| 1Y | +20.8% | +9.5% | +11.3% | +17.6% |
| 3Y | +48.5% | +33.9% | +14.6% | +34.7% |
| 5Y | +60.6% | +74.9% | -14.3% | +34.4% |
| 10Y | +349.8% | +814.9% | -465.1% | +179.9% |
| All | +448.2% | +688.6% | -240.4% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling