+865.6%
WM vs LULU
+704.9%
+160.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -17.4% | +16.1% | +1.1% |
| 7D | -0.3% | -16.7% | +16.4% | +1.9% |
| 30D | -2.4% | -18.5% | +16.2% | 0.0% |
| 3M | +0.4% | -19.5% | +19.9% | +2.8% |
| 6M | -9.5% | -41.9% | +32.4% | -3.6% |
| YTD | +0.5% | -51.6% | +52.1% | +9.4% |
| 1Y | -1.1% | -51.2% | +50.1% | +7.1% |
| 3Y | +46.0% | -75.1% | +121.1% | +69.1% |
| 5Y | +51.8% | -74.1% | +125.9% | +70.6% |
| 10Y | +307.5% | +46.7% | +260.8% | +242.1% |
| All | +865.6% | +704.9% | +160.7% | +385.1% |
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