-12.0%
LUV vs WAT
-5.3%
-6.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -0.1% | -2.9% | +2.8% | +0.9% |
| 30D | -14.6% | -3.2% | -11.4% | -13.7% |
| 3M | -5.7% | +10.6% | -16.3% | -9.1% |
| 6M | -8.4% | +34.0% | -42.5% | -17.5% |
| YTD | -5.1% | +5.7% | -10.9% | -8.3% |
| 1Y | +26.6% | +37.1% | -10.5% | +11.8% |
| 3Y | +39.7% | +52.4% | -12.7% | +15.0% |
| 5Y | -12.0% | -4.4% | -7.6% | -24.9% |
| All | -12.0% | -5.3% | -6.8% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling