+228.3%
LUV vs NWSA
+122.3%
+106.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.7% | -3.1% | +3.7% | +2.1% |
| 30D | -13.4% | +4.3% | -17.7% | -15.2% |
| 3M | -9.6% | +9.2% | -18.8% | -13.9% |
| 6M | -8.9% | +21.6% | -30.5% | -17.7% |
| YTD | -5.2% | +14.2% | -19.4% | -12.3% |
| 1Y | +27.0% | +1.8% | +25.3% | +23.9% |
| 3Y | +39.6% | +44.4% | -4.8% | +15.2% |
| 5Y | -14.4% | +41.0% | -55.4% | -30.3% |
| 10Y | +17.3% | +150.0% | -132.8% | -30.4% |
| All | +228.3% | +122.3% | +106.0% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling