+17.5%
LUV vs WAT
+170.9%
-153.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.8% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -12.4% | -1.9% | -10.5% | -11.8% |
| 3M | -11.0% | +13.5% | -24.5% | -15.5% |
| 6M | -5.0% | +37.2% | -42.2% | -16.7% |
| YTD | -3.8% | +7.5% | -11.3% | -7.9% |
| 1Y | +25.9% | +35.0% | -9.1% | +9.6% |
| 3Y | +42.2% | +55.1% | -12.8% | +11.9% |
| 5Y | -10.8% | -2.8% | -8.0% | -16.4% |
| All | +17.5% | +170.9% | -153.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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