Yellow Race Cars
First of all, there is a advantage of using yellow light as it strains the eyes less and is less prone to inducing glare, which contributes to improved visibility in one sense, however there is the disadvantage that once the light has passed through a filter, the light output has been reduced since you see yellow because all the other colors of the rainbow have been absorbed, and only yellow wavelength light has been let through. Also, yellow light is better at cutting through fog, rain and snow. This is a wikipedia page about the usage of yellow light. You can read about it in more detail here, although the main reason endurance cars use different shades of headlights is the same as the reason the french started using it. The french started using them to be able to distinguish at night between native french vehicles and foreign vehicles, the same way endurance races use them to distinguish between different classes. Basically, you can instantly see whether the car coming up behind you is in the same class and you can tell whether you need to let them by or are allowed to fight for your position. This is why the fastest Prototype cars get white headlights, and all other classes use yellow lights.