+40,501.6%
LOW vs WM
+28,683.0%
+11,818.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +8.7% | +1.2% | +7.5% | +8.4% |
| 30D | +25.5% | +13.7% | +11.8% | +22.0% |
| 3M | +6.6% | +5.2% | +1.4% | +5.4% |
| 6M | +2.4% | +11.2% | -8.8% | 0.0% |
| YTD | -1.7% | +9.4% | -11.2% | -3.9% |
| 1Y | +1.7% | +20.4% | -18.7% | -2.6% |
| 3Y | +26.6% | +44.7% | -18.1% | +15.9% |
| 5Y | +10.1% | +58.5% | -48.3% | -1.3% |
| 10Y | +303.3% | +326.4% | -23.1% | +197.9% |
| All | +40,501.6% | +28,683.0% | +11,818.6% | +21,493.5% |
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