-21.9%
WY vs RACE
+26.8%
-48.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.8% | +3.9% | -4.7% | -1.5% |
| 30D | +10.6% | +7.4% | +3.2% | +9.0% |
| 3M | -16.6% | +1.6% | -18.2% | -17.0% |
| 6M | -8.6% | +23.3% | -31.9% | -12.9% |
| YTD | -8.4% | +14.7% | -23.1% | -11.6% |
| 1Y | -5.1% | +2.5% | -7.6% | -6.4% |
| 3Y | -21.9% | +28.0% | -49.9% | -31.1% |
| All | -21.9% | +26.8% | -48.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling