+21,505.5%
SHW vs LOW
+39,559.9%
-18,054.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +8.4% | +21.3% | -12.9% | +1.5% |
| 3M | -2.2% | +6.0% | -8.2% | -4.0% |
| 6M | +13.3% | +2.6% | +10.7% | +12.6% |
| YTD | +9.2% | -3.6% | +12.8% | +10.9% |
| 1Y | +2.9% | -1.0% | +3.9% | +3.5% |
| 3Y | +41.1% | +24.2% | +16.9% | +31.5% |
| 5Y | +11.0% | +6.3% | +4.6% | +8.6% |
| 10Y | +341.2% | +294.1% | +47.2% | +180.4% |
| All | +21,505.5% | +39,559.9% | -18,054.4% | +4,320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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