+210.6%
WELL vs LOW
+8.2%
+202.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +0.5% | -10.1% | +10.6% | +3.2% |
| 3M | +19.1% | -2.9% | +21.9% | +19.6% |
| 6M | +17.0% | -19.4% | +36.4% | +23.0% |
| YTD | +29.2% | -15.4% | +44.6% | +33.7% |
| 1Y | +42.1% | -24.9% | +67.1% | +51.9% |
| 3Y | +204.5% | -7.8% | +212.4% | +200.8% |
| All | +210.6% | +8.2% | +202.4% | +192.9% |
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 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