+17,845.4%
WDC vs LOW
+35,323.5%
-17,478.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.4% |
| 7D | +1.7% | -1.7% | +3.5% | +2.5% |
| 30D | -10.0% | -7.0% | -2.9% | -7.5% |
| 3M | -18.8% | -0.9% | -17.9% | -19.8% |
| 6M | +79.0% | -20.1% | +99.1% | +92.5% |
| YTD | +171.6% | -13.9% | +185.5% | +182.1% |
| 1Y | +417.4% | -21.1% | +438.5% | +454.0% |
| 3Y | +1,251.8% | -6.6% | +1,258.4% | +1,237.2% |
| 5Y | +911.7% | +9.4% | +902.3% | +829.4% |
| 10Y | +1,399.6% | +220.5% | +1,179.1% | +780.1% |
| All | +17,845.4% | +35,323.5% | -17,478.1% | +2,312.9% |
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