+592.0%
LULU vs WEC
+793.2%
-201.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | -20.4% | -1.3% | -19.2% | -20.0% |
| 30D | -22.9% | -0.4% | -22.5% | -22.8% |
| 3M | -18.5% | -6.8% | -11.7% | -16.4% |
| 6M | -41.8% | -6.4% | -35.4% | -40.6% |
| YTD | -53.4% | +2.5% | -55.9% | -54.2% |
| 1Y | -40.9% | -0.4% | -40.5% | -41.3% |
| 3Y | -75.6% | +38.5% | -114.1% | -79.4% |
| 5Y | -77.2% | +31.7% | -108.9% | -80.8% |
| 10Y | +49.5% | +146.6% | -97.1% | -23.4% |
| All | +592.0% | +793.2% | -201.2% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling