+326.4%
WM vs LUV
+23.0%
+303.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.2% | +6.6% | -5.5% | +0.3% |
| 30D | +13.7% | +11.2% | +2.5% | +12.1% |
| 3M | +5.2% | +3.6% | +1.6% | +4.6% |
| 6M | +11.2% | +13.1% | -2.0% | +8.8% |
| YTD | +9.4% | +13.6% | -4.2% | +6.0% |
| 1Y | +20.4% | +44.4% | -24.0% | +12.2% |
| 3Y | +44.7% | +113.2% | -68.5% | +21.6% |
| 5Y | +58.5% | +1.5% | +56.9% | +51.5% |
| 10Y | +326.4% | +20.2% | +306.2% | +273.4% |
| All | +326.4% | +23.0% | +303.4% | +273.4% |
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