+3,703.3%
WDC vs LULU
+697.8%
+3,005.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.0% |
| 7D | +7.5% | -16.9% | +24.4% | +12.2% |
| 30D | +10.1% | -22.0% | +32.0% | +16.4% |
| 3M | -6.8% | -17.8% | +11.0% | -4.2% |
| 6M | +84.1% | -41.3% | +125.4% | +107.8% |
| YTD | +180.3% | -52.0% | +232.3% | +233.8% |
| 1Y | +411.1% | -39.8% | +450.9% | +464.0% |
| 3Y | +1,375.0% | -74.8% | +1,449.8% | +1,917.4% |
| 5Y | +991.6% | -76.3% | +1,067.9% | +1,375.3% |
| 10Y | +1,309.1% | +53.9% | +1,255.2% | +970.6% |
| All | +3,703.3% | +697.8% | +3,005.5% | +1,234.4% |
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