-9.1%
LOW vs WAB
+164.8%
-173.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | -9.3% | -4.6% | -4.7% | -7.5% |
| 3M | -8.1% | +5.6% | -13.7% | -10.7% |
| 6M | -19.8% | +13.8% | -33.6% | -24.6% |
| YTD | -16.4% | +31.9% | -48.2% | -26.0% |
| 1Y | -24.7% | +48.3% | -72.9% | -36.6% |
| All | -9.1% | +164.8% | -173.9% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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