+17.5%
LUV vs WAB
+296.8%
-279.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -12.4% | -4.1% | -8.3% | -10.3% |
| 3M | -11.0% | +8.2% | -19.2% | -15.4% |
| 6M | -5.0% | +15.4% | -20.4% | -12.9% |
| YTD | -3.8% | +33.1% | -36.9% | -18.3% |
| 1Y | +25.9% | +48.1% | -22.1% | +0.7% |
| 3Y | +42.2% | +167.7% | -125.5% | -17.4% |
| 5Y | -10.8% | +225.7% | -236.5% | -53.8% |
| All | +17.5% | +296.8% | -279.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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