+18.9%
WST vs RACE
+30.0%
-11.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.5% |
| 7D | -5.8% | +5.7% | -11.5% | -6.8% |
| 30D | +5.3% | +9.3% | -4.0% | +3.5% |
| 3M | +11.8% | +3.8% | +8.0% | +10.8% |
| 6M | +26.7% | +29.8% | -3.1% | +19.7% |
| YTD | +43.0% | +15.6% | +27.4% | +37.7% |
| 1Y | +38.9% | +5.1% | +33.8% | +36.5% |
| All | +18.9% | +30.0% | -11.2% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling