+165.9%
WWD vs RACE
+67.5%
+98.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.3% |
| 7D | -2.6% | +5.7% | -8.2% | -4.2% |
| 30D | -7.7% | +9.3% | -17.0% | -10.2% |
| 3M | -17.7% | +3.8% | -21.6% | -18.8% |
| 6M | -15.9% | +29.8% | -45.7% | -23.1% |
| YTD | +1.8% | +15.6% | -13.9% | -4.0% |
| 1Y | +17.4% | +5.1% | +12.3% | +14.3% |
| 3Y | +137.1% | +30.8% | +106.3% | +100.5% |
| All | +165.9% | +67.5% | +98.4% | +92.3% |
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 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