+25.9%
LUV vs WAT
+38.4%
-12.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.9% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -12.4% | -1.9% | -10.5% | -11.9% |
| 3M | -11.0% | +13.5% | -24.5% | -14.6% |
| 6M | -5.0% | +37.2% | -42.2% | -14.4% |
| YTD | -3.8% | +7.5% | -11.3% | -10.9% |
| 1Y | +25.9% | +35.0% | -9.1% | +15.8% |
| All | +25.9% | +38.4% | -12.4% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling