+1,104.4%
WSM vs RACE
+729.2%
+375.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.8% |
| 7D | 0.0% | -1.2% | +1.2% | +0.6% |
| 30D | +5.1% | +6.1% | -1.1% | +2.2% |
| 3M | +5.1% | -0.3% | +5.4% | +5.0% |
| 6M | +48.6% | +23.4% | +25.2% | +32.7% |
| YTD | +44.2% | +12.5% | +31.7% | +33.7% |
| 1Y | +38.1% | -0.5% | +38.6% | +36.1% |
| 3Y | +257.2% | +23.6% | +233.6% | +197.0% |
| 5Y | +165.1% | +65.4% | +99.7% | +82.1% |
| All | +1,104.4% | +729.2% | +375.2% | +357.7% |
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