+32.6%
LUV vs WETO
-99.4%
+132.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.4% |
| 7D | -1.0% | -4.3% | +3.4% | -1.0% |
| 30D | -12.4% | -39.9% | +27.5% | -12.6% |
| 3M | -11.0% | -97.9% | +86.9% | -6.1% |
| 6M | -5.0% | -95.0% | +90.1% | -3.9% |
| YTD | -3.8% | -97.2% | +93.4% | -1.8% |
| 1Y | +25.9% | -98.9% | +124.8% | +31.2% |
| All | +32.6% | -99.4% | +132.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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