+18,665.9%
WELL vs LOW
+35,323.5%
-16,657.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.3% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | -0.1% | -7.0% | +7.0% | +1.5% |
| 3M | +18.0% | -0.9% | +18.9% | +18.0% |
| 6M | +15.0% | -20.1% | +35.1% | +20.5% |
| YTD | +28.6% | -13.9% | +42.5% | +32.2% |
| 1Y | +42.9% | -21.1% | +64.1% | +49.7% |
| 3Y | +203.0% | -6.6% | +209.6% | +202.4% |
| 5Y | +206.9% | +9.4% | +197.5% | +192.2% |
| 10Y | +339.5% | +220.5% | +119.0% | +227.2% |
| All | +18,665.9% | +35,323.5% | -16,657.6% | +8,404.6% |
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 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