+606.9%
LULU vs WCC
+549.0%
+57.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.6% | +0.6% |
| 7D | -1.6% | +1.5% | -3.2% | -2.2% |
| 30D | -18.1% | -2.1% | -16.0% | -18.1% |
| 3M | -18.8% | +3.8% | -22.6% | -21.9% |
| 6M | -39.2% | +35.0% | -74.2% | -48.7% |
| YTD | -52.4% | +46.4% | -98.7% | -61.5% |
| 1Y | -40.3% | +63.0% | -103.3% | -54.7% |
| 3Y | -75.1% | +133.9% | -209.0% | -85.3% |
| 5Y | -76.7% | +226.5% | -303.3% | -89.2% |
| 10Y | +52.7% | +536.5% | -483.8% | -60.2% |
| All | +606.9% | +549.0% | +57.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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