+11,850.9%
WDC vs LOW
+39,559.9%
-27,709.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +16.3% | +0.1% | +16.2% | +16.3% |
| 30D | -18.3% | +21.3% | -39.5% | -24.9% |
| 3M | -31.4% | +6.0% | -37.4% | -33.8% |
| 6M | -36.3% | +2.6% | -38.9% | -38.7% |
| YTD | +80.8% | -3.6% | +84.5% | +77.8% |
| 1Y | +87.7% | -1.0% | +88.7% | +82.1% |
| 3Y | +819.4% | +24.2% | +795.3% | +702.6% |
| 5Y | +583.2% | +6.3% | +576.9% | +529.5% |
| 10Y | +689.8% | +294.1% | +395.7% | +324.0% |
| All | +11,850.9% | +39,559.9% | -27,709.0% | +1,420.3% |
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 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