-51.2%
LULU vs WAB
+48.2%
-99.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.7% | -18.1% | -17.5% |
| 7D | -16.7% | -3.2% | -13.5% | -16.2% |
| 30D | -18.5% | -4.4% | -14.1% | -17.8% |
| 3M | -19.5% | +7.9% | -27.3% | -22.0% |
| 6M | -41.9% | +8.7% | -50.6% | -44.6% |
| YTD | -51.6% | +33.0% | -84.6% | -59.1% |
| 1Y | -51.2% | +46.7% | -97.8% | -61.7% |
| All | -51.2% | +48.2% | -99.3% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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