-31.0%
WU vs RACE
+663.9%
-695.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +9.1% | +3.9% | +5.1% | +7.9% |
| 30D | +12.1% | +7.4% | +4.7% | +9.9% |
| 3M | +0.3% | +1.6% | -1.3% | -0.2% |
| 6M | -19.1% | +23.3% | -42.5% | -24.0% |
| YTD | -19.2% | +14.7% | -33.9% | -23.0% |
| 1Y | -15.3% | +2.5% | -17.8% | -16.7% |
| 3Y | -21.3% | +28.0% | -49.3% | -29.9% |
| 5Y | -41.7% | +69.8% | -111.5% | -53.4% |
| 10Y | -36.0% | +734.9% | -770.9% | -68.8% |
| All | -31.0% | +663.9% | -695.0% | -68.9% |
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 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