+132.3%
WMT vs RACE
+93.6%
+38.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +3.9% | -2.5% | +6.4% | +4.3% |
| 30D | -4.4% | +0.8% | -5.2% | -4.6% |
| 3M | -8.8% | +17.2% | -25.9% | -11.0% |
| 6M | -15.6% | +13.6% | -29.2% | -17.5% |
| YTD | -3.2% | +12.2% | -15.4% | -5.3% |
| 1Y | +7.0% | -16.3% | +23.3% | +9.2% |
| 3Y | +105.3% | +36.4% | +68.9% | +89.3% |
| All | +132.3% | +93.6% | +38.8% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling