+21.1%
WST vs RACE
+28.1%
-7.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | -3.1% | +5.1% | -8.2% | -4.1% |
| 30D | +9.1% | +7.7% | +1.4% | +7.5% |
| 3M | +14.7% | +2.2% | +12.5% | +14.0% |
| 6M | +28.0% | +23.8% | +4.2% | +22.1% |
| YTD | +45.6% | +13.9% | +31.7% | +40.7% |
| 1Y | +45.7% | +3.8% | +41.9% | +43.5% |
| 3Y | +21.1% | +28.0% | -7.0% | +8.2% |
| All | +21.1% | +28.1% | -7.0% | +8.2% |
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