+5,376.0%
WMB vs LOW
+35,323.5%
-29,947.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.3% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | +3.3% | -7.0% | +10.3% | +5.6% |
| 3M | +3.1% | -0.9% | +4.0% | +2.8% |
| 6M | -0.7% | -20.1% | +19.4% | +5.7% |
| YTD | +25.2% | -13.9% | +39.1% | +29.7% |
| 1Y | +32.9% | -21.1% | +54.0% | +41.3% |
| 3Y | +140.6% | -6.6% | +147.2% | +137.6% |
| 5Y | +273.5% | +9.4% | +264.1% | +242.2% |
| 10Y | +334.2% | +220.5% | +113.7% | +170.6% |
| All | +5,376.0% | +35,323.5% | -29,947.5% | +1,098.3% |
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