+42.2%
LUV vs WY
-24.8%
+67.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -1.0% | -4.2% | +3.2% | +1.2% |
| 30D | -12.4% | -10.1% | -2.3% | -7.5% |
| 3M | -11.0% | -8.5% | -2.5% | -7.2% |
| 6M | -5.0% | -3.3% | -1.6% | -3.8% |
| YTD | -3.8% | -4.4% | +0.6% | -2.3% |
| 1Y | +25.9% | -11.5% | +37.4% | +32.8% |
| 3Y | +42.2% | -24.3% | +66.6% | +56.0% |
| All | +42.2% | -24.8% | +67.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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