+145.0%
WFC vs LULU
+53.6%
+91.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.5% |
| 7D | +0.4% | -1.6% | +2.0% | +0.7% |
| 30D | +1.5% | -18.1% | +19.6% | +5.5% |
| 3M | +10.2% | -18.8% | +29.0% | +14.4% |
| 6M | +18.8% | -39.2% | +58.0% | +31.0% |
| YTD | -1.5% | -52.4% | +50.8% | +14.6% |
| 1Y | +13.5% | -40.3% | +53.8% | +24.7% |
| 3Y | +135.0% | -75.1% | +210.1% | +203.6% |
| 5Y | +130.1% | -76.7% | +206.8% | +191.7% |
| All | +145.0% | +53.6% | +91.4% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling