+45.1%
WM vs LULU
-74.3%
+119.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -0.7% |
| 7D | -0.9% | -12.6% | +11.6% | -0.4% |
| 30D | -4.3% | -19.7% | +15.4% | -3.5% |
| 3M | +0.8% | -12.2% | +13.0% | +1.2% |
| 6M | -10.8% | -39.3% | +28.6% | -9.1% |
| YTD | -0.1% | -50.3% | +50.3% | +2.8% |
| 1Y | +1.0% | -38.6% | +39.6% | +2.7% |
| 3Y | +45.1% | -74.0% | +119.1% | +50.8% |
| All | +45.1% | -74.3% | +119.4% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling