+42.2%
LUV vs NWSA
+43.3%
-1.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -1.0% | -2.8% | +1.8% | +0.5% |
| 30D | -12.4% | +3.0% | -15.4% | -13.8% |
| 3M | -11.0% | +12.3% | -23.3% | -16.8% |
| 6M | -5.0% | +21.9% | -26.8% | -15.7% |
| YTD | -3.8% | +13.6% | -17.3% | -11.6% |
| 1Y | +25.9% | +0.5% | +25.4% | +25.0% |
| 3Y | +42.2% | +43.8% | -1.5% | +13.0% |
| All | +42.2% | +43.3% | -1.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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