-2.0%
WST vs RACE
+65.0%
-67.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | -3.1% | +5.1% | -8.2% | -4.9% |
| 30D | +9.1% | +7.7% | +1.4% | +6.2% |
| 3M | +14.7% | +2.2% | +12.5% | +13.5% |
| 6M | +28.0% | +23.8% | +4.2% | +17.2% |
| YTD | +45.6% | +13.9% | +31.7% | +36.6% |
| 1Y | +45.7% | +3.8% | +41.9% | +41.8% |
| 3Y | +21.1% | +28.0% | -7.0% | -2.9% |
| All | -2.0% | +65.0% | -67.0% | -37.8% |
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