+637.1%
LULU vs WST
+1,538.2%
-901.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.8% |
| 7D | -12.6% | -0.3% | -12.3% | -12.4% |
| 30D | -19.7% | -4.6% | -15.1% | -18.1% |
| 3M | -12.2% | +5.7% | -17.9% | -14.5% |
| 6M | -39.3% | +37.6% | -76.9% | -48.4% |
| YTD | -50.3% | +23.0% | -73.4% | -55.7% |
| 1Y | -38.6% | +33.8% | -72.4% | -47.7% |
| 3Y | -74.0% | -13.4% | -60.6% | -76.0% |
| 5Y | -72.9% | -27.0% | -46.0% | -73.5% |
| 10Y | +56.2% | +324.5% | -268.4% | -49.7% |
| All | +637.1% | +1,538.2% | -901.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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