+8,627.7%
WFC vs LOW
+35,323.5%
-26,695.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | +3.8% | -1.7% | +5.5% | +4.5% |
| 30D | +1.5% | -7.0% | +8.5% | +4.3% |
| 3M | +10.9% | -0.9% | +11.7% | +10.7% |
| 6M | +8.4% | -20.1% | +28.5% | +17.4% |
| YTD | -1.9% | -13.9% | +12.0% | +2.7% |
| 1Y | +12.3% | -21.1% | +33.5% | +21.4% |
| 3Y | +132.3% | -6.6% | +139.0% | +132.0% |
| 5Y | +130.1% | +9.4% | +120.7% | +113.1% |
| 10Y | +134.4% | +220.5% | -86.1% | +37.1% |
| All | +8,627.7% | +35,323.5% | -26,695.8% | +1,133.1% |
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