+1,228.2%
WDC vs LOW
+233.1%
+995.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +4.4% | -2.6% | +7.0% | +5.9% |
| 30D | +5.3% | -11.1% | +16.4% | +11.6% |
| 3M | -5.9% | -8.5% | +2.6% | -3.4% |
| 6M | +73.2% | -20.8% | +94.1% | +91.4% |
| YTD | +167.8% | -17.2% | +185.1% | +186.7% |
| 1Y | +386.0% | -24.7% | +410.7% | +445.1% |
| 3Y | +1,309.7% | -9.7% | +1,319.5% | +1,293.4% |
| 5Y | +957.1% | +6.0% | +951.1% | +823.2% |
| All | +1,228.2% | +233.1% | +995.1% | +517.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling