+12.2%
LUV vs WST
+456.5%
-444.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.8% |
| 7D | +1.1% | +4.2% | -3.1% | +0.5% |
| 30D | +14.2% | +11.2% | +3.0% | +12.6% |
| 3M | +0.6% | +20.4% | -19.7% | -1.9% |
| 6M | +15.1% | +37.9% | -22.8% | +10.0% |
| YTD | +10.2% | +51.8% | -41.6% | +3.7% |
| 1Y | +38.4% | +56.6% | -18.2% | +29.7% |
| 3Y | +107.5% | +24.2% | +83.3% | +91.4% |
| 5Y | +1.1% | +0.7% | +0.4% | -4.8% |
| All | +12.2% | +456.5% | -444.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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