-51.2%
LULU vs WCN
-8.7%
-42.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.2% | -16.2% | -17.1% |
| 7D | -16.7% | -0.6% | -16.1% | -16.5% |
| 30D | -18.5% | +0.4% | -19.0% | -18.5% |
| 3M | -19.5% | +7.3% | -26.8% | -20.1% |
| 6M | -41.9% | -2.5% | -39.4% | -39.8% |
| YTD | -51.6% | -5.4% | -46.2% | -49.1% |
| 1Y | -51.2% | -8.5% | -42.7% | -41.7% |
| All | -51.2% | -8.7% | -42.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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