+347.5%
WFC vs LULU
+697.8%
-350.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.9% |
| 7D | +0.4% | -16.9% | +17.4% | +5.3% |
| 30D | +2.5% | -22.0% | +24.4% | +9.3% |
| 3M | +10.0% | -17.8% | +27.8% | +15.1% |
| 6M | +15.1% | -41.3% | +56.3% | +32.0% |
| YTD | -2.2% | -52.0% | +49.8% | +18.8% |
| 1Y | +13.5% | -39.8% | +53.3% | +27.8% |
| 3Y | +135.2% | -74.8% | +210.1% | +225.9% |
| 5Y | +128.3% | -76.3% | +204.6% | +208.3% |
| 10Y | +142.4% | +53.9% | +88.5% | +62.3% |
| All | +347.5% | +697.8% | -350.3% | -1.8% |
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