-51.2%
LULU vs WETO
-98.9%
+47.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -20.8% | +3.4% | -17.5% |
| 7D | -16.7% | -55.4% | +38.7% | -17.2% |
| 30D | -18.5% | -48.5% | +29.9% | -18.2% |
| 3M | -19.5% | -97.5% | +78.0% | -18.8% |
| 6M | -41.9% | -94.2% | +52.3% | -41.6% |
| YTD | -51.6% | -97.0% | +45.4% | -52.5% |
| 1Y | -51.2% | -98.9% | +47.7% | -54.2% |
| All | -51.2% | -98.9% | +47.7% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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