+293.4%
WBD vs LUV
+233.5%
+59.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.7% | +0.7% | -2.3% | -2.0% |
| 30D | +3.9% | -13.4% | +17.3% | +9.6% |
| 3M | +5.1% | -9.6% | +14.7% | +8.1% |
| 6M | +0.6% | -8.9% | +9.5% | +2.0% |
| YTD | -3.2% | -5.2% | +2.0% | -5.1% |
| 1Y | +127.7% | +27.0% | +100.6% | +96.8% |
| 3Y | +146.6% | +39.6% | +106.9% | +98.9% |
| 5Y | +4.2% | -14.4% | +18.6% | +1.4% |
| 10Y | +13.7% | +17.3% | -3.6% | -7.6% |
| All | +293.4% | +233.5% | +59.9% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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