+35,474.8%
LOW vs WM
+26,336.4%
+9,138.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -7.0% | -2.4% | -4.7% | -6.6% |
| 3M | -0.9% | +0.4% | -1.3% | -1.0% |
| 6M | -20.1% | -9.5% | -10.6% | -18.4% |
| YTD | -13.9% | +0.5% | -14.4% | -14.2% |
| 1Y | -21.1% | -1.1% | -20.0% | -21.2% |
| 3Y | -6.6% | +46.0% | -52.7% | -14.8% |
| 5Y | +9.4% | +51.8% | -42.5% | -1.2% |
| 10Y | +220.5% | +307.5% | -87.0% | +139.4% |
| All | +35,474.8% | +26,336.4% | +9,138.5% | +19,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling