+8,268.6%
WFC vs LOW
+39,559.9%
-31,291.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +6.8% | +21.3% | -14.4% | -1.0% |
| 3M | -3.0% | +6.0% | -9.0% | -5.5% |
| 6M | +15.4% | +2.6% | +12.8% | +13.2% |
| YTD | -5.9% | -3.6% | -2.3% | -6.0% |
| 1Y | +1.7% | -1.0% | +2.6% | +0.3% |
| 3Y | +124.9% | +24.2% | +100.7% | +100.5% |
| 5Y | +90.5% | +6.3% | +84.2% | +77.8% |
| 10Y | +117.8% | +294.1% | -176.3% | +17.4% |
| All | +8,268.6% | +39,559.9% | -31,291.3% | +1,027.8% |
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