-26.2%
WDAY vs LOW
-9.4%
-16.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -7.4% | -0.6% | -6.8% | -7.2% |
| 30D | +1.0% | -9.3% | +10.3% | +3.7% |
| 3M | +32.7% | -8.1% | +40.7% | +35.8% |
| 6M | +25.6% | -19.8% | +45.3% | +32.6% |
| YTD | -13.4% | -16.4% | +3.0% | -10.4% |
| 1Y | -19.4% | -24.7% | +5.3% | -13.4% |
| All | -26.2% | -9.4% | -16.9% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling