-41.8%
LULU vs WPM
+0.4%
-42.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.8% | -2.2% |
| 7D | -20.4% | -3.6% | -16.8% | -19.9% |
| 30D | -22.9% | +12.5% | -35.3% | -24.5% |
| 3M | -18.5% | +40.6% | -59.1% | -24.2% |
| 6M | -41.8% | +0.5% | -42.3% | -41.9% |
| All | -41.8% | +0.4% | -42.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 6mo: compounded portfolio wealth divided by compounded WPM 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…
6mo analysis · Full analysis span regression · 6 months rolling