+11.4%
WBD vs LULU
+53.6%
-42.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.1% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | +1.4% | -18.1% | +19.5% | +5.8% |
| 3M | +4.4% | -18.8% | +23.2% | +8.7% |
| 6M | +0.8% | -39.2% | +40.0% | +12.3% |
| YTD | -2.7% | -52.4% | +49.7% | +14.9% |
| 1Y | +73.4% | -40.3% | +113.7% | +91.8% |
| 3Y | +142.1% | -75.1% | +217.2% | +226.7% |
| 5Y | +7.2% | -76.7% | +84.0% | +41.2% |
| All | +11.4% | +53.6% | -42.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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