+133.3%
WFC vs LOW
-9.4%
+142.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +0.4% | -0.6% | +1.1% | +0.6% |
| 30D | +2.5% | -9.3% | +11.7% | +5.6% |
| 3M | +10.0% | -8.1% | +18.1% | +12.5% |
| 6M | +15.1% | -19.8% | +34.8% | +23.1% |
| YTD | -2.2% | -16.4% | +14.2% | +2.2% |
| 1Y | +13.5% | -24.7% | +38.1% | +23.3% |
| All | +133.3% | -9.4% | +142.7% | +124.7% |
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 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