-30.3%
LULU vs WEC
+9.7%
-39.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.4% | +4.4% |
| 7D | +6.5% | +6.9% | -0.4% | +5.4% |
| 30D | +20.3% | +16.6% | +3.7% | +19.2% |
| 3M | -8.9% | +9.1% | -18.0% | -10.1% |
| 6M | -13.1% | +3.2% | -16.3% | -13.9% |
| YTD | -46.1% | +14.9% | -61.0% | -48.0% |
| 1Y | -30.3% | +9.2% | -39.4% | -31.4% |
| All | -30.3% | +9.7% | -39.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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