+203.2%
WELL vs LOW
-6.7%
+209.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.3% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | -0.1% | -7.0% | +7.0% | +1.3% |
| 3M | +18.0% | -0.9% | +18.9% | +18.0% |
| 6M | +15.0% | -20.1% | +35.1% | +19.8% |
| YTD | +28.6% | -13.9% | +42.5% | +31.5% |
| 1Y | +42.9% | -21.1% | +64.1% | +49.1% |
| All | +203.2% | -6.7% | +209.9% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling