+3.6%
WBD vs LULU
-76.9%
+80.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | +1.4% | -18.1% | +19.5% | +7.0% |
| 3M | +4.4% | -18.8% | +23.2% | +9.9% |
| 6M | +0.8% | -39.2% | +40.0% | +15.9% |
| YTD | -2.7% | -52.4% | +49.7% | +21.0% |
| 1Y | +73.4% | -40.3% | +113.7% | +96.7% |
| 3Y | +142.1% | -75.1% | +217.2% | +261.5% |
| All | +3.6% | -76.9% | +80.5% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling