+663.9%
WWD vs RACE
+670.3%
-6.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.0% |
| 7D | -2.6% | +5.7% | -8.2% | -4.8% |
| 30D | -7.7% | +9.3% | -17.0% | -11.1% |
| 3M | -17.7% | +3.8% | -21.6% | -19.2% |
| 6M | -15.9% | +29.8% | -45.7% | -25.7% |
| YTD | +1.8% | +15.6% | -13.9% | -6.3% |
| 1Y | +17.4% | +5.1% | +12.3% | +12.7% |
| 3Y | +137.1% | +30.8% | +106.3% | +93.7% |
| 5Y | +162.4% | +67.4% | +95.0% | +84.4% |
| 10Y | +452.5% | +793.6% | -341.1% | +93.9% |
| All | +663.9% | +670.3% | -6.4% | +153.7% |
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