+310.4%
WM vs LUV
+13.2%
+297.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.2% | +0.7% | -1.8% | -1.3% |
| 30D | -4.5% | -13.4% | +9.0% | -2.8% |
| 3M | -2.2% | -9.6% | +7.4% | -1.3% |
| 6M | -11.5% | -8.9% | -2.6% | -11.1% |
| YTD | -0.7% | -5.2% | +4.5% | -1.5% |
| 1Y | +0.3% | +27.0% | -26.7% | -5.1% |
| 3Y | +44.2% | +39.6% | +4.6% | +30.2% |
| 5Y | +51.6% | -14.4% | +66.0% | +47.7% |
| 10Y | +310.4% | +17.3% | +293.2% | +267.6% |
| All | +310.4% | +13.2% | +297.2% | +267.6% |
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