+50.0%
LULU vs WWD
+498.2%
-448.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | -1.6% | -2.6% | +1.0% | -0.8% |
| 30D | -18.1% | -6.9% | -11.2% | -16.3% |
| 3M | -18.8% | -13.0% | -5.7% | -15.6% |
| 6M | -39.2% | -12.5% | -26.8% | -37.2% |
| YTD | -52.4% | +11.8% | -64.2% | -55.2% |
| 1Y | -40.3% | +41.1% | -81.4% | -48.5% |
| 3Y | -75.1% | +163.1% | -238.2% | -83.2% |
| 5Y | -76.7% | +187.6% | -264.4% | -85.1% |
| All | +50.0% | +498.2% | -448.3% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling