+20.2%
WM vs LULU
-36.9%
+57.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +1.4% |
| 7D | +0.8% | -4.1% | +4.9% | +1.0% |
| 30D | +13.8% | +13.5% | +0.3% | +12.9% |
| 3M | +6.4% | -14.5% | +20.9% | +6.5% |
| 6M | +13.2% | -15.0% | +28.2% | +13.0% |
| YTD | +10.8% | -48.3% | +59.1% | +12.7% |
| 1Y | +20.2% | -36.7% | +56.9% | +17.2% |
| All | +20.2% | -36.9% | +57.1% | +17.2% |
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