+50.0%
LULU vs WEC
+146.6%
-96.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | -0.6% | -1.1% | -1.5% |
| 30D | -18.1% | -2.6% | -15.5% | -17.8% |
| 3M | -18.8% | -6.0% | -12.7% | -18.1% |
| 6M | -39.2% | -5.4% | -33.8% | -38.8% |
| YTD | -52.4% | +2.5% | -54.8% | -52.7% |
| 1Y | -40.3% | -0.7% | -39.6% | -40.4% |
| 3Y | -75.1% | +38.7% | -113.8% | -76.7% |
| 5Y | -76.7% | +31.7% | -108.4% | -78.2% |
| All | +50.0% | +146.6% | -96.6% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling