+592.0%
LULU vs WAB
+1,416.5%
-824.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | -20.4% | -0.2% | -20.2% | -20.4% |
| 30D | -22.9% | -5.9% | -17.0% | -20.4% |
| 3M | -18.5% | +9.4% | -27.9% | -23.6% |
| 6M | -41.8% | +13.8% | -55.6% | -46.9% |
| YTD | -53.4% | +31.8% | -85.1% | -60.9% |
| 1Y | -40.9% | +48.5% | -89.4% | -53.8% |
| 3Y | -75.6% | +167.0% | -242.5% | -86.4% |
| 5Y | -77.2% | +222.3% | -299.6% | -88.7% |
| 10Y | +49.5% | +289.6% | -240.1% | -44.8% |
| All | +592.0% | +1,416.5% | -824.5% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling