+19,622.0%
WELL vs LOW
+40,281.8%
-20,659.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +7.8% | +25.6% | -17.8% | +2.3% |
| 3M | +10.2% | +5.3% | +4.9% | +8.7% |
| 6M | +16.4% | +3.7% | +12.6% | +14.9% |
| YTD | +35.2% | -1.9% | +37.0% | +34.7% |
| 1Y | +30.5% | +0.6% | +29.9% | +29.1% |
| 3Y | +206.1% | +26.4% | +179.7% | +184.7% |
| 5Y | +228.3% | +10.1% | +218.1% | +211.8% |
| 10Y | +468.3% | +301.3% | +167.1% | +303.0% |
| All | +19,622.0% | +40,281.8% | -20,659.8% | +8,562.7% |
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