+951.3%
WM vs LULU
+783.0%
+168.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +1.2% | +3.2% | -2.0% | +0.7% |
| 30D | +13.7% | +16.8% | -3.1% | +11.3% |
| 3M | +5.2% | -13.6% | +18.9% | +6.8% |
| 6M | +11.2% | -15.9% | +27.1% | +13.0% |
| YTD | +9.4% | -46.9% | +56.3% | +17.5% |
| 1Y | +20.4% | -35.2% | +55.6% | +25.7% |
| 3Y | +44.7% | -73.3% | +118.0% | +66.0% |
| 5Y | +58.5% | -75.9% | +134.3% | +80.3% |
| 10Y | +326.4% | +93.4% | +232.9% | +244.0% |
| All | +951.3% | +783.0% | +168.4% | +420.9% |
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