+171.2%
LUV vs WU
-22.3%
+193.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +0.7% | -4.9% | +5.6% | +2.8% |
| 30D | -13.4% | -1.3% | -12.2% | -13.1% |
| 3M | -9.6% | -3.6% | -6.0% | -9.7% |
| 6M | -8.9% | -24.3% | +15.4% | +0.3% |
| YTD | -5.2% | -21.1% | +15.9% | +2.3% |
| 1Y | +27.0% | -10.3% | +37.4% | +28.7% |
| 3Y | +39.6% | -28.4% | +68.0% | +53.7% |
| 5Y | -14.4% | -51.2% | +36.8% | +8.4% |
| 10Y | +17.3% | -39.6% | +56.9% | +33.9% |
| All | +171.2% | -22.3% | +193.5% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling