+26.6%
LUV vs CDW
-13.4%
+39.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.1% | -7.4% | +7.3% | +0.8% |
| 30D | -14.6% | +5.8% | -20.5% | -15.3% |
| 3M | -5.7% | +10.8% | -16.5% | -7.7% |
| 6M | -8.4% | +21.5% | -29.9% | -16.6% |
| YTD | -5.1% | +6.4% | -11.5% | -7.7% |
| 1Y | +26.6% | -14.8% | +41.4% | +32.3% |
| All | +26.6% | -13.4% | +39.9% | +32.3% |
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