-51.2%
LULU vs WWD
+41.9%
-93.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.1% | -18.4% | -17.6% |
| 7D | -16.7% | +1.3% | -18.0% | -17.0% |
| 30D | -18.5% | -7.2% | -11.4% | -17.3% |
| 3M | -19.5% | -3.8% | -15.6% | -19.7% |
| 6M | -41.9% | -9.9% | -32.0% | -41.6% |
| YTD | -51.6% | +14.8% | -66.4% | -54.3% |
| 1Y | -51.2% | +42.1% | -93.3% | -58.0% |
| All | -51.2% | +41.9% | -93.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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