+843.8%
LUV vs WAT
+10,644.3%
-9,800.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | +3.1% | -0.7% | +3.8% | +3.3% |
| 30D | -17.4% | -1.0% | -16.5% | -17.3% |
| 3M | -4.9% | +10.9% | -15.8% | -7.4% |
| 6M | -5.7% | +33.2% | -38.9% | -12.5% |
| YTD | -5.2% | +6.1% | -11.3% | -7.3% |
| 1Y | +24.1% | +30.2% | -6.1% | +15.1% |
| 3Y | +39.6% | +52.9% | -13.3% | +22.3% |
| 5Y | -12.5% | -5.1% | -7.3% | -15.2% |
| 10Y | +12.9% | +152.6% | -139.7% | -13.7% |
| All | +843.8% | +10,644.3% | -9,800.4% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling