-12.3%
LUV vs WSM
+175.3%
-187.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -1.0% | -0.5% | -0.4% | -0.8% |
| 30D | -12.4% | -7.7% | -4.6% | -10.3% |
| 3M | -11.0% | +3.8% | -14.8% | -11.9% |
| 6M | -5.0% | +22.7% | -27.7% | -10.0% |
| YTD | -3.8% | +28.0% | -31.8% | -9.8% |
| 1Y | +25.9% | +12.7% | +13.2% | +21.5% |
| 3Y | +42.2% | +231.3% | -189.0% | -0.6% |
| All | -12.3% | +175.3% | -187.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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