-75.1%
LULU vs WWD
+167.6%
-242.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -1.6% | -2.6% | +1.0% | -1.0% |
| 30D | -18.1% | -6.9% | -11.2% | -16.7% |
| 3M | -18.8% | -13.0% | -5.7% | -16.3% |
| 6M | -39.2% | -12.5% | -26.8% | -37.8% |
| YTD | -52.4% | +11.8% | -64.2% | -54.8% |
| 1Y | -40.3% | +41.1% | -81.4% | -47.5% |
| 3Y | -75.1% | +163.1% | -238.2% | -82.5% |
| All | -75.1% | +167.6% | -242.7% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling