+4,331.1%
LUV vs WY
+652.8%
+3,678.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.1% |
| 7D | -0.1% | -3.7% | +3.6% | +1.5% |
| 30D | -14.6% | -11.3% | -3.3% | -10.3% |
| 3M | -5.7% | -8.1% | +2.4% | -2.7% |
| 6M | -8.4% | -7.4% | -1.0% | -5.8% |
| YTD | -5.1% | -4.7% | -0.4% | -3.7% |
| 1Y | +26.6% | -9.2% | +35.8% | +30.8% |
| 3Y | +39.7% | -24.7% | +64.4% | +54.5% |
| 5Y | -12.0% | -21.6% | +9.5% | -4.8% |
| 10Y | +17.3% | +6.7% | +10.6% | +6.0% |
| All | +4,331.1% | +652.8% | +3,678.3% | +1,542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling