+37.3%
LUV vs SW
+19.6%
+17.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | +0.4% | -5.1% | +5.5% | +2.2% |
| 30D | -18.4% | -4.6% | -13.8% | -17.2% |
| 3M | -3.2% | +9.4% | -12.6% | -6.3% |
| 6M | -14.8% | +3.5% | -18.4% | -16.5% |
| YTD | -2.9% | +22.0% | -24.9% | -9.7% |
| 1Y | +29.6% | +2.2% | +27.4% | +26.1% |
| All | +37.3% | +19.6% | +17.7% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling