+39,690.9%
LOW vs WM
+29,154.7%
+10,536.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | +9.6% | +4.5% | +5.1% | +8.6% |
| 30D | +24.5% | +16.1% | +8.4% | +20.5% |
| 3M | +4.0% | +8.0% | -4.1% | +2.2% |
| 6M | +2.2% | +8.4% | -6.3% | +0.3% |
| YTD | -3.7% | +11.2% | -14.9% | -6.1% |
| 1Y | -0.9% | +22.3% | -23.2% | -5.4% |
| 3Y | +23.8% | +50.2% | -26.4% | +12.4% |
| 5Y | +6.6% | +63.3% | -56.7% | -5.2% |
| 10Y | +314.4% | +355.0% | -40.6% | +202.3% |
| All | +39,690.9% | +29,154.7% | +10,536.2% | +20,986.0% |
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