+4,330.0%
LUV vs WSM
+34,771.0%
-30,441.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | +2.6% | -2.0% | +0.1% |
| 30D | -13.4% | -9.3% | -4.2% | -11.7% |
| 3M | -9.6% | +7.1% | -16.7% | -10.7% |
| 6M | -8.9% | +21.7% | -30.6% | -12.2% |
| YTD | -5.2% | +28.7% | -33.9% | -9.6% |
| 1Y | +27.0% | +13.9% | +13.2% | +23.9% |
| 3Y | +39.6% | +232.2% | -192.5% | +7.0% |
| 5Y | -14.4% | +176.4% | -190.8% | -33.8% |
| 10Y | +17.3% | +1,072.4% | -1,055.2% | -35.4% |
| All | +4,330.0% | +34,771.0% | -30,441.1% | +1,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling