-76.7%
LULU vs WAB
+221.8%
-298.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | -18.1% | -4.1% | -14.0% | -16.3% |
| 3M | -18.8% | +8.2% | -26.9% | -23.6% |
| 6M | -39.2% | +15.4% | -54.6% | -45.6% |
| YTD | -52.4% | +33.1% | -85.5% | -61.3% |
| 1Y | -40.3% | +48.1% | -88.4% | -54.8% |
| 3Y | -75.1% | +167.7% | -242.8% | -87.6% |
| All | -76.7% | +221.8% | -298.5% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling