-25.4%
WST vs RACE
+93.6%
-119.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | +0.7% | -2.5% | +3.3% | +1.7% |
| 30D | -3.1% | +0.8% | -3.9% | -3.5% |
| 3M | +7.2% | +17.2% | -9.9% | +0.7% |
| 6M | +36.8% | +13.6% | +23.2% | +29.3% |
| YTD | +23.8% | +12.2% | +11.6% | +17.0% |
| 1Y | +37.8% | -16.3% | +54.0% | +45.3% |
| 3Y | -15.9% | +36.4% | -52.3% | -34.9% |
| All | -25.4% | +93.6% | -119.0% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling