+642.7%
WST vs RACE
+670.3%
-27.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.3% |
| 7D | -5.8% | +5.7% | -11.5% | -7.4% |
| 30D | +5.3% | +9.3% | -4.0% | +2.5% |
| 3M | +11.8% | +3.8% | +8.0% | +10.3% |
| 6M | +26.7% | +29.8% | -3.1% | +16.2% |
| YTD | +43.0% | +15.6% | +27.4% | +35.0% |
| 1Y | +38.9% | +5.1% | +33.8% | +35.0% |
| 3Y | +18.2% | +30.8% | -12.6% | +3.2% |
| 5Y | -1.5% | +67.4% | -68.9% | -22.4% |
| 10Y | +439.0% | +793.6% | -354.7% | +201.5% |
| All | +642.7% | +670.3% | -27.6% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling