-12.0%
LUV vs WST
-24.9%
+12.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -14.6% | -2.0% | -12.6% | -14.5% |
| 3M | -5.7% | +4.1% | -9.8% | -6.1% |
| 6M | -8.4% | +47.4% | -55.9% | -11.5% |
| YTD | -5.1% | +25.4% | -30.5% | -7.2% |
| 1Y | +26.6% | +35.3% | -8.7% | +22.7% |
| 3Y | +39.7% | -11.7% | +51.4% | +38.0% |
| 5Y | -12.0% | -24.0% | +12.0% | -21.1% |
| All | -12.0% | -24.9% | +12.9% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling