+13.7%
WSM vs RACE
-15.2%
+28.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.6% | -1.0% | +3.6% | +2.8% |
| 30D | -9.5% | -1.5% | -8.0% | -9.2% |
| 3M | +12.9% | +15.5% | -2.6% | +8.2% |
| 6M | +23.0% | +17.3% | +5.7% | +16.6% |
| YTD | +28.9% | +11.1% | +17.8% | +22.5% |
| 1Y | +13.7% | -14.3% | +27.9% | +9.5% |
| All | +13.7% | -15.2% | +28.8% | +9.5% |
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 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