+233.3%
WMB vs RACE
+647.6%
-414.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | +3.3% | +0.8% | +2.5% | +2.8% |
| 3M | +3.1% | +17.2% | -14.0% | -2.8% |
| 6M | -0.7% | +13.6% | -14.3% | -6.0% |
| YTD | +25.2% | +12.2% | +13.0% | +18.3% |
| 1Y | +32.9% | -16.3% | +49.1% | +37.9% |
| 3Y | +140.6% | +36.4% | +104.1% | +99.0% |
| 5Y | +273.5% | +95.0% | +178.5% | +158.0% |
| 10Y | +334.2% | +813.2% | -479.0% | +30.5% |
| All | +233.3% | +647.6% | -414.3% | -10.8% |
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