+606.9%
LULU vs WY
+54.0%
+552.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -4.2% | +2.5% | +0.8% |
| 30D | -18.1% | -10.1% | -8.0% | -13.2% |
| 3M | -18.8% | -8.5% | -10.3% | -15.2% |
| 6M | -39.2% | -3.3% | -35.9% | -38.8% |
| YTD | -52.4% | -4.4% | -48.0% | -52.3% |
| 1Y | -40.3% | -11.5% | -28.8% | -37.5% |
| 3Y | -75.1% | -24.3% | -50.8% | -72.2% |
| 5Y | -76.7% | -21.3% | -55.4% | -75.0% |
| 10Y | +52.7% | +7.0% | +45.7% | +16.6% |
| All | +606.9% | +54.0% | +552.9% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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