+17.5%
LUV vs WPM
+558.4%
-541.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -12.4% | +14.4% | -26.8% | -13.3% |
| 3M | -11.0% | +37.0% | -48.0% | -13.3% |
| 6M | -5.0% | +4.1% | -9.1% | -5.8% |
| YTD | -3.8% | +31.7% | -35.5% | -6.3% |
| 1Y | +25.9% | +44.2% | -18.3% | +21.8% |
| 3Y | +42.2% | +265.5% | -223.2% | +30.4% |
| 5Y | -10.8% | +262.5% | -273.3% | -18.9% |
| All | +17.5% | +558.4% | -541.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling