+50.0%
LULU vs GWW
+570.2%
-520.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.6% | -3.4% | +1.7% | -0.2% |
| 30D | -18.1% | -1.9% | -16.2% | -17.6% |
| 3M | -18.8% | -2.4% | -16.4% | -18.3% |
| 6M | -39.2% | +15.7% | -54.9% | -43.3% |
| YTD | -52.4% | +27.6% | -80.0% | -57.6% |
| 1Y | -40.3% | +27.2% | -67.5% | -46.9% |
| 3Y | -75.1% | +89.7% | -164.8% | -81.4% |
| 5Y | -76.7% | +223.9% | -300.7% | -86.2% |
| All | +50.0% | +570.2% | -520.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling