+442.3%
WELL vs LOW
+292.8%
+149.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | +5.7% | +21.7% | -16.0% | -2.0% |
| 3M | +4.6% | +5.0% | -0.4% | +2.4% |
| 6M | +11.9% | +4.6% | +7.3% | +9.2% |
| YTD | +33.6% | -3.5% | +37.1% | +33.4% |
| 1Y | +29.8% | +0.5% | +29.2% | +27.2% |
| 3Y | +202.2% | +24.8% | +177.4% | +164.2% |
| 5Y | +223.2% | +6.5% | +216.8% | +195.2% |
| All | +442.3% | +292.8% | +149.5% | +196.6% |
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