+606.9%
LULU vs WSM
+2,103.0%
-1,496.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -18.8% | +3.8% | -22.5% | -20.4% |
| 6M | -39.2% | +22.7% | -61.9% | -44.7% |
| YTD | -52.4% | +28.0% | -80.4% | -57.5% |
| 1Y | -40.3% | +12.7% | -53.0% | -43.9% |
| 3Y | -75.1% | +231.3% | -306.4% | -86.6% |
| 5Y | -76.7% | +177.2% | -253.9% | -87.0% |
| 10Y | +52.7% | +1,065.8% | -1,013.0% | -62.8% |
| All | +606.9% | +2,103.0% | -1,496.1% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling