+7.0%
WMT vs LOW
-20.7%
+27.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.6% |
| 7D | +3.9% | -1.7% | +5.7% | +4.4% |
| 30D | -4.4% | -7.0% | +2.6% | -2.3% |
| 3M | -8.8% | -0.9% | -7.9% | -9.0% |
| 6M | -15.6% | -20.1% | +4.4% | -9.8% |
| YTD | -3.2% | -13.9% | +10.7% | +0.9% |
| 1Y | +7.0% | -21.1% | +28.2% | +15.4% |
| All | +7.0% | -20.7% | +27.7% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling