+17.5%
LUV vs BBWI
-55.0%
+72.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | -0.1% |
| 7D | -1.0% | -4.8% | +3.9% | +0.1% |
| 30D | -12.4% | +3.5% | -15.8% | -13.5% |
| 3M | -11.0% | -0.3% | -10.7% | -11.4% |
| 6M | -5.0% | -5.4% | +0.4% | -4.9% |
| YTD | -3.8% | -4.7% | +0.9% | -4.5% |
| 1Y | +25.9% | -30.5% | +56.4% | +33.0% |
| 3Y | +42.2% | -44.3% | +86.6% | +52.4% |
| 5Y | -10.8% | -66.9% | +56.1% | +3.8% |
| All | +17.5% | -55.0% | +72.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling