+84.1%
WDC vs LULU
-39.8%
+123.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +0.1% |
| 7D | +7.5% | -16.9% | +24.4% | +2.5% |
| 30D | +10.1% | -22.0% | +32.0% | +4.1% |
| 3M | -6.8% | -17.8% | +11.0% | -8.1% |
| 6M | +84.1% | -41.3% | +125.4% | +104.0% |
| All | +84.1% | -39.8% | +123.9% | +104.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling