-76.7%
LULU vs WING
-33.2%
-43.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.0% | -3.8% | +0.7% |
| 7D | -1.6% | +7.2% | -8.9% | -3.4% |
| 30D | -18.1% | +4.8% | -22.9% | -19.3% |
| 3M | -18.8% | -23.7% | +4.9% | -13.9% |
| 6M | -39.2% | -43.6% | +4.4% | -31.1% |
| YTD | -52.4% | -50.6% | -1.8% | -44.7% |
| 1Y | -40.3% | -57.0% | +16.7% | -28.6% |
| 3Y | -75.1% | -28.3% | -46.8% | -77.5% |
| All | -76.7% | -33.2% | -43.5% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling