-30.3%
LULU vs WING
-23.2%
-7.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.0% | +4.0% |
| 7D | +6.5% | +21.0% | -14.5% | +2.4% |
| 30D | +20.3% | +56.9% | -36.6% | +9.7% |
| 3M | -8.9% | +38.4% | -47.3% | -15.3% |
| 6M | -13.1% | +12.0% | -25.1% | -16.1% |
| YTD | -46.1% | -29.2% | -16.8% | -42.7% |
| 1Y | -30.3% | -28.8% | -1.4% | -26.9% |
| All | -30.3% | -23.2% | -7.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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