+1,235.4%
WSM vs RACE
+738.3%
+497.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +0.9% | +3.9% | -3.1% | -1.0% |
| 30D | +8.6% | +7.4% | +1.1% | +4.9% |
| 3M | +4.2% | +1.6% | +2.6% | +3.1% |
| 6M | +44.6% | +23.3% | +21.3% | +29.3% |
| YTD | +48.5% | +14.7% | +33.9% | +36.4% |
| 1Y | +34.7% | +2.5% | +32.1% | +30.7% |
| 3Y | +271.0% | +28.0% | +243.1% | +203.1% |
| 5Y | +180.9% | +69.8% | +111.1% | +90.7% |
| 10Y | +1,235.4% | +734.9% | +500.5% | +450.0% |
| All | +1,235.4% | +738.3% | +497.1% | +450.0% |
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