+303.5%
WDAY vs LOW
+851.8%
-548.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | +1.4% | +0.4% | +1.1% |
| 30D | +4.1% | +21.7% | -17.6% | -5.6% |
| 3M | -4.8% | +5.0% | -9.9% | -7.5% |
| 6M | +68.6% | +4.6% | +64.0% | +63.6% |
| YTD | -8.5% | -3.5% | -5.0% | -9.3% |
| 1Y | -12.1% | +0.5% | -12.6% | -14.9% |
| 3Y | -13.2% | +24.8% | -38.0% | -26.6% |
| 5Y | -33.7% | +6.5% | -40.2% | -39.9% |
| 10Y | +137.4% | +294.6% | -157.1% | +5.0% |
| All | +303.5% | +851.8% | -548.3% | +24.0% |
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