-33.1%
LULU vs WSM
+41.8%
-74.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.5% | -1.7% | +0.9% |
| 7D | +6.5% | +8.0% | -1.5% | +1.7% |
| 30D | +20.3% | +13.5% | +6.8% | +12.0% |
| 3M | -8.9% | +8.8% | -17.8% | -13.2% |
| 6M | -13.1% | +54.7% | -67.8% | -33.7% |
| YTD | -46.1% | +53.3% | -99.4% | -57.1% |
| All | -33.1% | +41.8% | -74.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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