+19,429.0%
WELL vs LOW
+39,559.9%
-20,130.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +6.8% | +21.3% | -14.5% | +2.1% |
| 3M | +6.7% | +6.0% | +0.7% | +5.1% |
| 6M | +13.8% | +2.6% | +11.2% | +12.7% |
| YTD | +33.8% | -3.6% | +37.4% | +33.9% |
| 1Y | +29.6% | -1.0% | +30.6% | +28.7% |
| 3Y | +203.1% | +24.2% | +178.9% | +183.0% |
| 5Y | +223.8% | +6.3% | +217.5% | +210.0% |
| 10Y | +462.8% | +294.1% | +168.7% | +300.7% |
| All | +19,429.0% | +39,559.9% | -20,130.9% | +8,513.1% |
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