-12.3%
LUV vs NWSA
+40.0%
-52.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.3% |
| YTD | -3.8% | +13.6% | -17.3% | -11.6% |
| 1Y | +25.9% | +0.5% | +25.4% | +23.7% |
| 3Y | +42.2% | +43.8% | -1.5% | +14.4% |
| All | -12.3% | +40.0% | -52.3% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling