+12.2%
LUV vs CDW
+312.7%
-300.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | +1.1% | +9.3% | -8.2% | -2.9% |
| 30D | +14.2% | +14.4% | -0.1% | +7.3% |
| 3M | +0.6% | +21.4% | -20.8% | -9.1% |
| 6M | +15.1% | +72.8% | -57.7% | -14.8% |
| YTD | +10.2% | +28.0% | -17.8% | -8.0% |
| 1Y | +38.4% | +19.3% | +19.1% | +20.1% |
| 3Y | +107.5% | -15.3% | +122.8% | +108.6% |
| 5Y | +1.1% | -3.8% | +4.9% | -7.9% |
| All | +12.2% | +312.7% | -300.5% | -44.8% |
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