+152.5%
WBD vs LULU
+675.0%
-522.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +1.7% |
| 7D | -0.6% | -20.4% | +19.8% | +4.3% |
| 30D | +4.2% | -22.9% | +27.0% | +9.9% |
| 3M | +7.5% | -18.5% | +26.1% | +11.6% |
| 6M | +1.6% | -41.8% | +43.4% | +13.3% |
| YTD | -2.2% | -53.4% | +51.2% | +14.5% |
| 1Y | +124.9% | -40.9% | +165.8% | +147.7% |
| 3Y | +149.1% | -75.6% | +224.7% | +229.4% |
| 5Y | +7.8% | -77.2% | +85.1% | +41.7% |
| 10Y | +14.9% | +49.5% | -34.6% | -6.4% |
| All | +152.5% | +675.0% | -522.6% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling