+489.8%
LUV vs WCN
+6,686.9%
-6,197.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.7% | -1.7% | +2.4% | +1.1% |
| 30D | -13.4% | -3.0% | -10.5% | -12.8% |
| 3M | -9.6% | +2.5% | -12.1% | -10.4% |
| 6M | -8.9% | -5.7% | -3.2% | -8.1% |
| YTD | -5.2% | -7.4% | +2.3% | -4.1% |
| 1Y | +27.0% | -8.6% | +35.7% | +28.7% |
| 3Y | +39.6% | +19.4% | +20.3% | +31.5% |
| 5Y | -14.4% | +27.2% | -41.6% | -21.1% |
| 10Y | +17.3% | +238.5% | -221.3% | -14.1% |
| All | +489.8% | +6,686.9% | -6,197.1% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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