-40.7%
WU vs RACE
+793.3%
-834.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | -1.1% | -1.5% | +0.4% | -0.8% |
| 3M | -1.8% | +15.5% | -17.3% | -5.8% |
| 6M | -23.9% | +17.3% | -41.2% | -27.6% |
| YTD | -20.4% | +11.1% | -31.5% | -23.4% |
| 1Y | -10.6% | -14.3% | +3.7% | -8.0% |
| 3Y | -27.7% | +40.2% | -67.9% | -37.7% |
| 5Y | -51.1% | +92.6% | -143.7% | -62.7% |
| 10Y | -40.7% | +786.6% | -827.3% | -72.3% |
| All | -40.7% | +793.3% | -834.0% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling