+6.3%
LOW vs WM
+63.0%
-56.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +21.3% | +15.2% | +6.0% | +14.9% |
| 3M | +6.0% | +8.3% | -2.3% | +2.7% |
| 6M | +2.6% | +13.1% | -10.6% | -2.2% |
| YTD | -3.6% | +12.5% | -16.1% | -8.4% |
| 1Y | -1.0% | +21.8% | -22.7% | -8.6% |
| 3Y | +24.2% | +48.8% | -24.6% | +2.4% |
| 5Y | +6.3% | +62.1% | -55.7% | -15.8% |
| All | +6.3% | +63.0% | -56.7% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling