+606.9%
LULU vs WCN
+1,189.6%
-582.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | -1.6% | -3.1% | +1.5% | +0.6% |
| 30D | -18.1% | -3.4% | -14.7% | -15.9% |
| 3M | -18.8% | +3.0% | -21.7% | -20.4% |
| 6M | -39.2% | -3.8% | -35.5% | -38.7% |
| YTD | -52.4% | -8.3% | -44.1% | -50.4% |
| 1Y | -40.3% | -9.7% | -30.6% | -37.2% |
| 3Y | -75.1% | +17.2% | -92.3% | -79.2% |
| 5Y | -76.7% | +25.3% | -102.0% | -81.6% |
| 10Y | +52.7% | +235.4% | -182.6% | -45.7% |
| All | +606.9% | +1,189.6% | -582.7% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling