+4.6%
WMT vs RACE
-15.2%
+19.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | +0.1% | -1.0% | +1.2% | +0.2% |
| 30D | -5.0% | -1.5% | -3.4% | -5.0% |
| 3M | -11.3% | +15.5% | -26.8% | -12.4% |
| 6M | -13.8% | +17.3% | -31.1% | -15.2% |
| YTD | -4.2% | +11.1% | -15.3% | -5.2% |
| 1Y | +4.6% | -14.3% | +18.8% | +4.9% |
| All | +4.6% | -15.2% | +19.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling