+17.5%
LUV vs GWRE
+131.0%
-113.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -1.0% | -13.2% | +12.3% | +1.6% |
| 30D | -12.4% | -18.6% | +6.2% | -9.9% |
| 3M | -11.0% | +18.9% | -29.9% | -15.7% |
| 6M | -5.0% | -11.0% | +6.0% | -5.7% |
| YTD | -3.8% | -29.9% | +26.1% | 0.0% |
| 1Y | +25.9% | -44.3% | +70.3% | +38.4% |
| 3Y | +42.2% | +51.7% | -9.4% | +17.5% |
| 5Y | -10.8% | +15.4% | -26.2% | -23.3% |
| All | +17.5% | +131.0% | -113.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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