-30.3%
LULU vs WAT
+32.9%
-63.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.2% |
| 7D | +6.5% | -1.9% | +8.4% | +7.2% |
| 30D | +20.3% | +6.2% | +14.1% | +17.7% |
| 3M | -8.9% | +18.1% | -27.0% | -14.2% |
| 6M | -13.1% | +54.9% | -68.0% | -26.1% |
| YTD | -46.1% | +23.1% | -69.2% | -50.8% |
| 1Y | -30.3% | +27.3% | -57.5% | -38.2% |
| All | -30.3% | +32.9% | -63.2% | -38.2% |
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