+17.5%
LUV vs WU
-39.1%
+56.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -1.0% | -3.5% | +2.5% | +0.6% |
| 30D | -12.4% | -2.9% | -9.4% | -11.3% |
| 3M | -11.0% | -2.3% | -8.7% | -11.9% |
| 6M | -5.0% | -25.4% | +20.4% | +6.4% |
| YTD | -3.8% | -21.2% | +17.4% | +4.6% |
| 1Y | +25.9% | -8.9% | +34.8% | +26.2% |
| 3Y | +42.2% | -29.0% | +71.2% | +58.2% |
| 5Y | -10.8% | -50.7% | +40.0% | +16.6% |
| All | +17.5% | -39.1% | +56.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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