+142.1%
WBD vs LULU
-75.0%
+217.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | +1.4% | -18.1% | +19.5% | +6.3% |
| 3M | +4.4% | -18.8% | +23.2% | +9.2% |
| 6M | +0.8% | -39.2% | +40.0% | +14.4% |
| YTD | -2.7% | -52.4% | +49.7% | +19.0% |
| 1Y | +73.4% | -40.3% | +113.7% | +94.0% |
| 3Y | +142.1% | -75.1% | +217.2% | +232.2% |
| All | +142.1% | -75.0% | +217.2% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling