+433.7%
WMT vs RACE
+783.2%
-349.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | -5.8% | -1.1% | -4.7% | -5.7% |
| 3M | -10.8% | +12.5% | -23.3% | -12.7% |
| 6M | -14.3% | +17.4% | -31.8% | -17.1% |
| YTD | -4.4% | +10.1% | -14.5% | -6.6% |
| 1Y | +4.3% | -15.1% | +19.5% | +6.3% |
| 3Y | +100.1% | +38.9% | +61.1% | +83.1% |
| 5Y | +130.8% | +90.7% | +40.2% | +95.6% |
| 10Y | +433.7% | +801.8% | -368.1% | +256.9% |
| All | +433.7% | +783.2% | -349.4% | +256.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling