-0.1%
WST vs RACE
+64.4%
-64.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.7% |
| 7D | +4.2% | -1.2% | +5.4% | +4.7% |
| 30D | +11.2% | +6.1% | +5.1% | +8.8% |
| 3M | +20.4% | -0.3% | +20.7% | +20.2% |
| 6M | +37.9% | +23.4% | +14.5% | +26.4% |
| YTD | +51.8% | +12.5% | +39.3% | +43.0% |
| 1Y | +56.6% | -0.5% | +57.1% | +55.0% |
| 3Y | +24.2% | +23.6% | +0.6% | +1.5% |
| All | -0.1% | +64.4% | -64.5% | -36.7% |
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 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