+1,188.5%
WDC vs LUV
+20.2%
+1,168.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.7% |
| 7D | -4.3% | -1.0% | -3.3% | -3.9% |
| 30D | -1.5% | -12.4% | +10.9% | +4.6% |
| 3M | -15.5% | -11.0% | -4.5% | -11.2% |
| 6M | +66.5% | -5.0% | +71.4% | +68.8% |
| YTD | +159.9% | -3.8% | +163.6% | +157.8% |
| 1Y | +366.0% | +25.9% | +340.0% | +302.6% |
| 3Y | +1,285.8% | +42.2% | +1,243.6% | +951.5% |
| 5Y | +925.6% | -10.8% | +936.3% | +871.4% |
| All | +1,188.5% | +20.2% | +1,168.3% | +1,088.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling