+8,919.3%
WMT vs LOW
+34,691.1%
-25,771.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -5.0% | -10.1% | +5.1% | -1.9% |
| 3M | -11.3% | -2.9% | -8.4% | -10.8% |
| 6M | -13.8% | -19.4% | +5.6% | -8.4% |
| YTD | -4.2% | -15.4% | +11.2% | +0.1% |
| 1Y | +4.6% | -24.9% | +29.5% | +13.2% |
| 3Y | +100.5% | -7.8% | +108.3% | +101.0% |
| 5Y | +129.7% | +8.4% | +121.3% | +115.1% |
| 10Y | +423.4% | +226.8% | +196.6% | +223.8% |
| All | +8,919.3% | +34,691.1% | -25,771.8% | +1,103.4% |
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 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