-30.8%
WU vs RACE
+658.9%
-689.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | +11.7% | +5.1% | +6.6% | +10.1% |
| 30D | +12.6% | +7.7% | +4.9% | +10.3% |
| 3M | -0.5% | +2.2% | -2.7% | -1.2% |
| 6M | -18.2% | +23.8% | -41.9% | -23.2% |
| YTD | -19.0% | +13.9% | -32.9% | -22.6% |
| 1Y | -16.7% | +3.8% | -20.5% | -18.4% |
| 3Y | -21.0% | +28.0% | -49.1% | -29.7% |
| 5Y | -41.7% | +64.9% | -106.6% | -53.0% |
| 10Y | -35.0% | +780.4% | -815.4% | -68.9% |
| All | -30.8% | +658.9% | -689.7% | -68.7% |
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