-0.4%
LUV vs SW
-2.3%
+1.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | +1.1% | -2.9% | +4.0% | +1.8% |
| 30D | +14.2% | +5.0% | +9.2% | +13.0% |
| 3M | +0.6% | -13.7% | +14.3% | +4.0% |
| 6M | +15.1% | +8.0% | +7.1% | +12.9% |
| YTD | +10.2% | +14.0% | -3.8% | +6.6% |
| 1Y | +38.4% | +25.6% | +12.8% | +31.3% |
| 3Y | +107.5% | +40.1% | +67.4% | +94.0% |
| All | -0.4% | -2.3% | +1.9% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling