+282.1%
WDAY vs LUV
+420.2%
-138.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -7.4% | +0.7% | -8.0% | -7.6% |
| 30D | +1.0% | -13.4% | +14.5% | +4.9% |
| 3M | +32.7% | -9.6% | +42.3% | +35.4% |
| 6M | +25.6% | -8.9% | +34.5% | +26.7% |
| YTD | -13.4% | -5.2% | -8.2% | -14.9% |
| 1Y | -19.4% | +27.0% | -46.4% | -27.9% |
| 3Y | -25.8% | +39.6% | -65.4% | -38.4% |
| 5Y | -31.1% | -14.4% | -16.7% | -34.6% |
| 10Y | +113.3% | +17.3% | +96.0% | +68.0% |
| All | +282.1% | +420.2% | -138.1% | +101.9% |
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