+40.2%
LUV vs WST
-13.7%
+53.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | +0.7% | -1.7% | +2.3% | +0.7% |
| 30D | -13.4% | -4.3% | -9.1% | -13.3% |
| 3M | -9.6% | +0.7% | -10.3% | -9.6% |
| 6M | -8.9% | +36.0% | -44.9% | -9.8% |
| YTD | -5.2% | +22.7% | -27.9% | -5.9% |
| 1Y | +27.0% | +34.1% | -7.1% | +25.6% |
| All | +40.2% | -13.7% | +53.9% | +35.4% |
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