+781.0%
WSM vs RACE
+658.9%
+122.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +0.5% | +5.1% | -4.6% | -1.7% |
| 30D | +6.0% | +7.7% | -1.7% | +2.5% |
| 3M | +3.2% | +2.2% | +1.0% | +1.9% |
| 6M | +37.1% | +23.8% | +13.4% | +23.2% |
| YTD | +44.2% | +13.9% | +30.3% | +33.6% |
| 1Y | +34.2% | +3.8% | +30.4% | +29.8% |
| 3Y | +249.3% | +28.0% | +221.2% | +190.8% |
| 5Y | +169.3% | +64.9% | +104.4% | +92.8% |
| 10Y | +1,241.2% | +780.4% | +460.9% | +430.4% |
| All | +781.0% | +658.9% | +122.2% | +225.5% |
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 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