+50.0%
LULU vs WING
+412.2%
-362.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.6% |
| 7D | -16.9% | -2.3% | -14.7% | -16.4% |
| 30D | -22.0% | -5.6% | -16.3% | -21.0% |
| 3M | -17.8% | -22.9% | +5.1% | -12.9% |
| 6M | -41.3% | -50.4% | +9.2% | -30.5% |
| YTD | -52.0% | -53.3% | +1.3% | -42.9% |
| 1Y | -39.8% | -61.2% | +21.4% | -25.3% |
| 3Y | -74.8% | -30.1% | -44.8% | -75.9% |
| 5Y | -76.3% | -35.0% | -41.3% | -78.4% |
| 10Y | +53.9% | +375.5% | -321.6% | -13.8% |
| All | +50.0% | +412.2% | -362.2% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling