-42.1%
WU vs RACE
+65.0%
-107.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | +11.7% | +5.1% | +6.6% | +10.3% |
| 30D | +12.6% | +7.7% | +4.9% | +10.6% |
| 3M | -0.5% | +2.2% | -2.7% | -1.1% |
| 6M | -18.2% | +23.8% | -41.9% | -22.5% |
| YTD | -19.0% | +13.9% | -32.9% | -22.0% |
| 1Y | -16.7% | +3.8% | -20.5% | -18.0% |
| 3Y | -21.0% | +28.0% | -49.1% | -30.0% |
| All | -42.1% | +65.0% | -107.2% | -57.9% |
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