+15.8%
LUV vs CDW
+271.4%
-255.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.1% | -7.4% | +7.3% | +3.4% |
| 30D | -14.6% | +5.8% | -20.5% | -17.3% |
| 3M | -5.7% | +10.8% | -16.5% | -12.0% |
| 6M | -8.4% | +21.5% | -29.9% | -21.4% |
| YTD | -5.1% | +6.4% | -11.5% | -13.1% |
| 1Y | +26.6% | -14.8% | +41.4% | +30.1% |
| 3Y | +39.7% | -29.9% | +69.5% | +54.0% |
| 5Y | -12.0% | -22.9% | +10.8% | -10.6% |
| All | +15.8% | +271.4% | -255.6% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling