+29.6%
LUV vs CDW
-5.0%
+34.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +0.4% | +3.2% | -2.8% | 0.0% |
| 30D | -18.4% | +9.3% | -27.7% | -19.4% |
| 3M | -3.2% | +9.8% | -13.0% | -4.8% |
| 6M | -14.8% | +23.3% | -38.2% | -21.1% |
| YTD | -2.9% | +13.7% | -16.5% | -6.3% |
| 1Y | +29.6% | -6.5% | +36.1% | +32.6% |
| All | +29.6% | -5.0% | +34.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling