-31.1%
WDAY vs LOW
+7.0%
-38.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -7.4% | -0.6% | -6.8% | -7.1% |
| 30D | +1.0% | -9.3% | +10.3% | +5.9% |
| 3M | +32.7% | -8.1% | +40.7% | +38.1% |
| 6M | +25.6% | -19.8% | +45.3% | +38.0% |
| YTD | -13.4% | -16.4% | +3.0% | -7.8% |
| 1Y | -19.4% | -24.7% | +5.3% | -9.3% |
| 3Y | -25.8% | -8.8% | -16.9% | -27.7% |
| 5Y | -31.1% | +7.8% | -38.9% | -42.3% |
| All | -31.1% | +7.0% | -38.1% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling