+303.0%
LUV vs CDW
+1,037.5%
-734.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +1.8% | +9.1% | -7.3% | -2.1% |
| 30D | +11.3% | +13.7% | -2.4% | +4.9% |
| 3M | +1.0% | +27.0% | -26.0% | -10.4% |
| 6M | +15.6% | +75.9% | -60.3% | -14.3% |
| YTD | +10.9% | +28.9% | -18.0% | -7.2% |
| 1Y | +38.1% | +19.6% | +18.5% | +20.1% |
| 3Y | +108.2% | -14.6% | +122.8% | +108.1% |
| 5Y | +1.7% | -3.2% | +4.9% | -6.9% |
| 10Y | +16.8% | +321.3% | -304.5% | -44.6% |
| All | +303.0% | +1,037.5% | -734.4% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling