+145.0%
WFC vs LUV
+20.2%
+124.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | +0.4% | -1.0% | +1.3% | +0.8% |
| 30D | +1.5% | -12.4% | +13.9% | +7.4% |
| 3M | +10.2% | -11.0% | +21.2% | +15.2% |
| 6M | +18.8% | -5.0% | +23.8% | +18.9% |
| YTD | -1.5% | -3.8% | +2.3% | -3.3% |
| 1Y | +13.5% | +25.9% | -12.4% | -2.2% |
| 3Y | +135.0% | +42.2% | +92.7% | +78.5% |
| 5Y | +130.1% | -10.8% | +140.8% | +114.1% |
| All | +145.0% | +20.2% | +124.7% | +98.5% |
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