+863.6%
LUV vs WAB
+4,115.8%
-3,252.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +3.1% | +1.7% | +1.4% | +2.6% |
| 30D | -17.4% | -2.4% | -15.0% | -16.8% |
| 3M | -4.9% | +9.7% | -14.5% | -7.9% |
| 6M | -5.7% | +16.5% | -22.2% | -10.4% |
| YTD | -5.2% | +33.7% | -38.9% | -13.7% |
| 1Y | +24.1% | +49.7% | -25.6% | +9.0% |
| 3Y | +39.6% | +170.9% | -131.3% | +2.2% |
| 5Y | -12.5% | +228.0% | -240.5% | -39.6% |
| 10Y | +12.9% | +284.8% | -271.9% | -27.9% |
| All | +863.6% | +4,115.8% | -3,252.2% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling