-30.3%
WU vs RACE
+647.6%
-677.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -0.8% | -2.5% | +1.7% | -0.1% |
| 30D | -1.1% | +0.8% | -1.9% | -1.4% |
| 3M | -3.9% | +17.2% | -21.0% | -8.2% |
| 6M | -20.7% | +13.6% | -34.2% | -23.9% |
| YTD | -18.4% | +12.2% | -30.6% | -21.6% |
| 1Y | -8.1% | -16.3% | +8.2% | -4.8% |
| 3Y | -24.2% | +36.4% | -60.6% | -33.9% |
| 5Y | -50.4% | +95.0% | -145.4% | -62.1% |
| 10Y | -40.0% | +813.2% | -853.3% | -71.6% |
| All | -30.3% | +647.6% | -677.9% | -68.3% |
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 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