+606.9%
LULU vs WPM
+1,311.7%
-704.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | -1.6% | -0.6% | -1.1% | -1.5% |
| 30D | -18.1% | +14.4% | -32.5% | -20.1% |
| 3M | -18.8% | +37.0% | -55.8% | -23.5% |
| 6M | -39.2% | +4.1% | -43.3% | -40.2% |
| YTD | -52.4% | +31.7% | -84.1% | -55.3% |
| 1Y | -40.3% | +44.2% | -84.5% | -45.1% |
| 3Y | -75.1% | +265.5% | -340.6% | -81.0% |
| 5Y | -76.7% | +262.5% | -339.2% | -82.5% |
| 10Y | +52.7% | +539.8% | -487.1% | -2.3% |
| All | +606.9% | +1,311.7% | -704.8% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling