-7.7%
WMB vs LOW
+3.0%
-10.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -6.9% | +8.7% | -15.6% | -4.7% |
| 30D | -7.2% | +25.5% | -32.6% | -2.7% |
| 3M | -5.4% | +6.6% | -12.0% | -3.1% |
| All | -7.7% | +3.0% | -10.7% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling