+17.5%
LUV vs WWD
+498.2%
-480.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.7% |
| 7D | -1.0% | -2.6% | +1.6% | +0.4% |
| 30D | -12.4% | -6.9% | -5.4% | -9.2% |
| 3M | -11.0% | -13.0% | +2.1% | -5.2% |
| 6M | -5.0% | -12.5% | +7.5% | +0.9% |
| YTD | -3.8% | +11.8% | -15.6% | -10.2% |
| 1Y | +25.9% | +41.1% | -15.1% | +3.4% |
| 3Y | +42.2% | +163.1% | -120.8% | -18.5% |
| 5Y | -10.8% | +187.6% | -198.4% | -52.7% |
| All | +17.5% | +498.2% | -480.8% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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