+302.1%
WDAY vs LOW
+749.1%
-447.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.6% | -6.0% |
| 7D | -4.4% | -1.7% | -2.6% | -3.6% |
| 30D | +14.7% | -7.0% | +21.8% | +18.9% |
| 3M | +32.4% | -0.9% | +33.2% | +32.9% |
| 6M | +36.9% | -20.1% | +57.0% | +50.5% |
| YTD | -8.8% | -13.9% | +5.1% | -4.0% |
| 1Y | -15.3% | -21.1% | +5.8% | -7.2% |
| 3Y | -21.2% | -6.6% | -14.6% | -22.5% |
| 5Y | -29.5% | +9.4% | -38.9% | -36.6% |
| 10Y | +120.0% | +220.5% | -100.5% | +8.7% |
| All | +302.1% | +749.1% | -447.0% | +31.2% |
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