-12.3%
LUV vs GWW
+222.0%
-234.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.1% |
| 7D | -1.0% | -3.4% | +2.4% | +0.7% |
| 30D | -12.4% | -1.9% | -10.4% | -11.6% |
| 3M | -11.0% | -2.4% | -8.6% | -10.4% |
| 6M | -5.0% | +15.7% | -20.7% | -12.0% |
| YTD | -3.8% | +27.6% | -31.4% | -15.2% |
| 1Y | +25.9% | +27.2% | -1.3% | +11.0% |
| 3Y | +42.2% | +89.7% | -47.4% | +4.1% |
| All | -12.3% | +222.0% | -234.3% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling