+107.5%
LUV vs WST
+24.3%
+83.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.7% |
| 7D | +1.1% | +4.2% | -3.1% | +1.0% |
| 30D | +14.2% | +11.2% | +3.0% | +13.9% |
| 3M | +0.6% | +20.4% | -19.7% | +0.1% |
| 6M | +15.1% | +37.9% | -22.8% | +14.2% |
| YTD | +10.2% | +51.8% | -41.6% | +8.9% |
| 1Y | +38.4% | +56.6% | -18.2% | +36.9% |
| 3Y | +107.5% | +24.2% | +83.3% | +93.9% |
| All | +107.5% | +24.3% | +83.2% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling