-51.2%
LULU vs WAT
+41.4%
-92.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.4% | -17.1% |
| 7D | -16.7% | -1.3% | -15.4% | -16.3% |
| 30D | -18.5% | +2.3% | -20.9% | -19.1% |
| 3M | -19.5% | +8.7% | -28.2% | -21.5% |
| 6M | -41.9% | +28.3% | -70.2% | -45.8% |
| YTD | -51.6% | +7.8% | -59.4% | -53.9% |
| 1Y | -51.2% | +36.6% | -87.8% | -53.2% |
| All | -51.2% | +41.4% | -92.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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