+266.5%
LUV vs SW
+730.4%
-463.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.1% |
| 7D | +1.7% | +4.7% | -2.9% | +1.3% |
| 30D | +4.7% | +5.0% | -0.3% | +4.2% |
| 3M | -8.5% | -7.3% | -1.2% | -7.8% |
| 6M | +12.9% | +15.0% | -2.1% | +11.4% |
| YTD | +9.0% | +18.5% | -9.5% | +7.1% |
| 1Y | +43.1% | +27.1% | +15.9% | +39.8% |
| 3Y | +99.9% | +49.3% | +50.6% | +93.1% |
| 5Y | -7.3% | -1.6% | -5.7% | -9.7% |
| 10Y | +24.6% | +185.4% | -160.8% | +15.3% |
| All | +266.5% | +730.4% | -463.9% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling