+21.0%
LUV vs SW
+182.7%
-161.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | +4.8% | +2.3% | +2.4% | +4.4% |
| 30D | +6.5% | +6.8% | -0.2% | +5.3% |
| 3M | -4.9% | -5.2% | +0.3% | -4.0% |
| 6M | +8.1% | +7.4% | +0.7% | +6.6% |
| YTD | +9.0% | +17.4% | -8.4% | +5.6% |
| 1Y | +43.6% | +27.1% | +16.5% | +37.2% |
| 3Y | +101.4% | +47.9% | +53.5% | +87.8% |
| 5Y | -7.3% | -2.6% | -4.7% | -11.9% |
| All | +21.0% | +182.7% | -161.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling