+349.8%
WELL vs LUV
+20.2%
+329.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.4% |
| 7D | -0.2% | -1.0% | +0.7% | 0.0% |
| 30D | +2.3% | -12.4% | +14.7% | +6.1% |
| 3M | +12.3% | -11.0% | +23.3% | +15.4% |
| 6M | +15.6% | -5.0% | +20.6% | +15.3% |
| YTD | +28.3% | -3.8% | +32.1% | +25.9% |
| 1Y | +41.9% | +25.9% | +16.0% | +26.7% |
| 3Y | +198.3% | +42.2% | +156.1% | +139.1% |
| 5Y | +206.4% | -10.8% | +217.2% | +185.9% |
| All | +349.8% | +20.2% | +329.5% | +267.3% |
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