-76.7%
LULU vs WSM
+175.3%
-252.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -18.1% | -7.7% | -10.4% | -15.4% |
| 3M | -18.8% | +3.8% | -22.5% | -20.3% |
| 6M | -39.2% | +22.7% | -61.9% | -44.5% |
| YTD | -52.4% | +28.0% | -80.4% | -57.3% |
| 1Y | -40.3% | +12.7% | -53.0% | -43.8% |
| 3Y | -75.1% | +231.3% | -306.4% | -86.3% |
| All | -76.7% | +175.3% | -252.0% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling