+313.3%
LOW vs WM
+337.2%
-23.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | +6.4% | -0.5% | +6.9% | +6.7% |
| 30D | +25.6% | +13.3% | +12.3% | +17.4% |
| 3M | +4.6% | +4.4% | +0.2% | +2.2% |
| 6M | +2.5% | +10.8% | -8.3% | -3.2% |
| YTD | -1.6% | +9.1% | -10.7% | -7.0% |
| 1Y | +1.7% | +19.1% | -17.4% | -8.4% |
| 3Y | +29.4% | +45.7% | -16.2% | +0.4% |
| 5Y | +9.6% | +60.4% | -50.8% | -21.2% |
| 10Y | +313.3% | +328.7% | -15.4% | +76.9% |
| All | +313.3% | +337.2% | -23.9% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling