+686.3%
WSM vs RACE
+647.6%
+38.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.0% |
| 7D | -3.3% | -2.5% | -0.7% | -2.1% |
| 30D | -8.4% | +0.8% | -9.2% | -8.9% |
| 3M | +9.7% | +17.2% | -7.5% | +1.4% |
| 6M | +16.7% | +13.6% | +3.1% | +9.0% |
| YTD | +28.7% | +12.2% | +16.5% | +20.2% |
| 1Y | +13.7% | -16.3% | +29.9% | +20.5% |
| 3Y | +230.1% | +36.4% | +193.7% | +165.4% |
| 5Y | +179.0% | +95.0% | +84.0% | +85.5% |
| 10Y | +1,002.5% | +813.2% | +189.3% | +332.0% |
| All | +686.3% | +647.6% | +38.7% | +192.7% |
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 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