+291.5%
WDAY vs LOW
+850.7%
-559.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | +2.5% | +21.3% | -18.8% | -6.9% |
| 3M | +8.8% | +6.0% | +2.8% | +5.3% |
| 6M | +60.7% | +2.6% | +58.1% | +57.4% |
| YTD | -11.2% | -3.6% | -7.6% | -11.9% |
| 1Y | -15.6% | -1.0% | -14.7% | -17.7% |
| 3Y | -17.1% | +24.2% | -41.3% | -29.7% |
| 5Y | -35.7% | +6.3% | -42.0% | -41.6% |
| 10Y | +130.4% | +294.1% | -163.7% | +1.9% |
| All | +291.5% | +850.7% | -559.1% | +20.4% |
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 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