-75.1%
LULU vs WEC
+39.2%
-114.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | -0.6% | -1.1% | -1.7% |
| 30D | -18.1% | -2.6% | -15.5% | -18.3% |
| 3M | -18.8% | -6.0% | -12.7% | -19.1% |
| 6M | -39.2% | -5.4% | -33.8% | -39.3% |
| YTD | -52.4% | +2.5% | -54.8% | -52.2% |
| 1Y | -40.3% | -0.7% | -39.6% | -40.2% |
| 3Y | -75.1% | +38.7% | -113.8% | -76.0% |
| All | -75.1% | +39.2% | -114.3% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling