+20.8%
WY vs RACE
+647.6%
-626.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | -1.7% | -2.5% | +0.8% | -0.7% |
| 30D | -10.1% | +0.8% | -10.9% | -10.5% |
| 3M | -5.1% | +17.2% | -22.3% | -12.0% |
| 6M | -4.8% | +13.6% | -18.4% | -10.9% |
| YTD | -0.2% | +12.2% | -12.4% | -6.7% |
| 1Y | -6.6% | -16.3% | +9.6% | -1.5% |
| 3Y | -22.7% | +36.4% | -59.2% | -38.5% |
| 5Y | -22.2% | +95.0% | -117.2% | -49.5% |
| 10Y | +7.3% | +813.2% | -806.0% | -60.9% |
| All | +20.8% | +647.6% | -626.8% | -57.5% |
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