-31.3%
WY vs RACE
+67.1%
-98.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.8% | +3.9% | -4.7% | -2.0% |
| 30D | +10.6% | +7.4% | +3.2% | +8.1% |
| 3M | -16.6% | +1.6% | -18.2% | -17.2% |
| 6M | -8.6% | +23.3% | -31.9% | -15.3% |
| YTD | -8.4% | +14.7% | -23.1% | -13.4% |
| 1Y | -5.1% | +2.5% | -7.6% | -6.9% |
| 3Y | -21.9% | +28.0% | -49.9% | -34.5% |
| 5Y | -31.3% | +69.8% | -101.1% | -50.9% |
| All | -31.3% | +67.1% | -98.4% | -50.9% |
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