+0.3%
WM vs LULU
-40.6%
+40.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | -0.5% |
| 7D | -1.2% | -16.9% | +15.8% | -0.4% |
| 30D | -4.5% | -22.0% | +17.5% | -3.5% |
| 3M | -2.2% | -17.8% | +15.6% | -1.6% |
| 6M | -11.5% | -41.3% | +29.8% | -10.0% |
| YTD | -0.7% | -52.0% | +51.3% | +2.8% |
| 1Y | +0.3% | -39.8% | +40.2% | +0.7% |
| All | +0.3% | -40.6% | +40.9% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling