+991.6%
WDC vs LOW
+7.0%
+984.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +7.5% | -0.6% | +8.1% | +7.7% |
| 30D | +10.1% | -9.3% | +19.3% | +13.9% |
| 3M | -6.8% | -8.1% | +1.3% | -5.2% |
| 6M | +84.1% | -19.8% | +103.9% | +98.8% |
| YTD | +180.3% | -16.4% | +196.6% | +194.3% |
| 1Y | +411.1% | -24.7% | +435.7% | +463.4% |
| 3Y | +1,375.0% | -8.8% | +1,383.8% | +1,340.6% |
| 5Y | +991.6% | +7.8% | +983.8% | +823.3% |
| All | +991.6% | +7.0% | +984.6% | +823.3% |
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