+50.0%
LULU vs WTW
+198.0%
-148.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | -1.6% | -5.7% | +4.1% | +0.8% |
| 30D | -18.1% | -7.3% | -10.9% | -15.3% |
| 3M | -18.8% | +21.5% | -40.2% | -25.0% |
| 6M | -39.2% | +9.6% | -48.8% | -41.8% |
| YTD | -52.4% | -3.3% | -49.1% | -52.3% |
| 1Y | -40.3% | -6.1% | -34.2% | -39.5% |
| 3Y | -75.1% | +61.8% | -136.9% | -81.0% |
| 5Y | -76.7% | +42.7% | -119.4% | -81.3% |
| All | +50.0% | +198.0% | -148.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling