-15.3%
WDAY vs LOW
-20.7%
+5.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.6% | -5.4% |
| 7D | -4.4% | -1.7% | -2.6% | -4.3% |
| 30D | +14.7% | -7.0% | +21.8% | +15.1% |
| 3M | +32.4% | -0.9% | +33.2% | +33.9% |
| 6M | +36.9% | -20.1% | +57.0% | +35.5% |
| YTD | -8.8% | -13.9% | +5.1% | -9.3% |
| 1Y | -15.3% | -21.1% | +5.8% | -17.4% |
| All | -15.3% | -20.7% | +5.4% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling