Perry came on stage at Saturday's event initially wearing a red, white and blue dress and holding a microphone shaped like the Statue of Liberty's torch.
But after her first song, a cover of Al Green's soul hit "Let's Stay Together," she tossed aside the dress to reveal the bright blue mini dress.
Obama's slogan "Forward" is also Wisconsin's state motto.
Perry paused midway through her set to make a pitch for donations to victims of Superstorm Sandy.
Obama's rally with Perry comes before he's set to be in Madison on Monday with rocker Bruce Springsteen.
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