+42.2%
LUV vs GWW
+89.6%
-47.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.1% |
| 7D | -1.0% | -3.4% | +2.4% | +0.8% |
| 30D | -12.4% | -1.9% | -10.4% | -11.5% |
| 3M | -11.0% | -2.4% | -8.6% | -10.4% |
| 6M | -5.0% | +15.7% | -20.7% | -13.0% |
| YTD | -3.8% | +27.6% | -31.4% | -16.8% |
| 1Y | +25.9% | +27.2% | -1.3% | +8.9% |
| 3Y | +42.2% | +89.7% | -47.4% | +3.9% |
| All | +42.2% | +89.6% | -47.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling