+592.0%
LULU vs WWD
+1,207.5%
-615.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.2% |
| 7D | -20.4% | -2.9% | -17.6% | -19.5% |
| 30D | -22.9% | -6.6% | -16.3% | -20.7% |
| 3M | -18.5% | -9.3% | -9.2% | -15.9% |
| 6M | -41.8% | -13.6% | -28.2% | -38.9% |
| YTD | -53.4% | +10.4% | -63.7% | -56.8% |
| 1Y | -40.9% | +39.9% | -80.8% | -51.5% |
| 3Y | -75.6% | +165.0% | -240.6% | -85.7% |
| 5Y | -77.2% | +183.8% | -261.0% | -87.5% |
| 10Y | +49.5% | +486.6% | -437.1% | -51.3% |
| All | +592.0% | +1,207.5% | -615.5% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling