+5,026.7%
WMB vs LOW
+40,281.8%
-35,255.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | -7.1% | +25.6% | -32.7% | -14.2% |
| 3M | -4.0% | +5.3% | -9.3% | -6.4% |
| 6M | -5.7% | +3.7% | -9.5% | -8.1% |
| YTD | +17.2% | -1.9% | +19.0% | +15.6% |
| 1Y | +17.2% | +0.6% | +16.6% | +14.5% |
| 3Y | +121.1% | +26.4% | +94.6% | +96.4% |
| 5Y | +197.2% | +10.1% | +187.1% | +170.4% |
| 10Y | +280.9% | +301.3% | -20.3% | +119.7% |
| All | +5,026.7% | +40,281.8% | -35,255.1% | +967.9% |
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 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