+1,117.1%
WPM vs RACE
+663.9%
+453.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | +20.8% | +3.9% | +16.9% | +19.8% |
| 30D | +3.8% | +7.4% | -3.6% | +2.2% |
| 3M | +7.4% | +1.6% | +5.8% | +7.1% |
| 6M | +4.0% | +23.3% | -19.4% | -0.7% |
| YTD | +23.0% | +14.7% | +8.4% | +19.0% |
| 1Y | +45.9% | +2.5% | +43.4% | +44.3% |
| 3Y | +242.9% | +28.0% | +215.0% | +216.3% |
| 5Y | +259.5% | +69.8% | +189.7% | +206.9% |
| 10Y | +577.7% | +734.9% | -157.2% | +333.6% |
| All | +1,117.1% | +663.9% | +453.2% | +651.4% |
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