When a horse is caught wide in the race and not able to get into the slipstream of another horse.
If your horse faces the breeze, they not only have to cover more ground, but have the added disadvantage of wind in their face.
In horse racing, you want to stay out of the wind, as it may cause a the animal to react in a negative way.
Naturally, this is worse on a windy day, and especially when running into a headwind.
"You may as well tear up your ticket. He's been facing the breeze the whole trip."
