+59.7%
WM vs LUV
-7.8%
+67.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | +4.8% | -3.6% | +1.1% |
| 30D | +13.1% | +6.5% | +6.5% | +12.8% |
| 3M | +3.6% | -4.9% | +8.5% | +3.7% |
| 6M | +8.1% | +8.1% | 0.0% | +7.6% |
| YTD | +8.9% | +9.0% | -0.1% | +8.1% |
| 1Y | +20.3% | +43.6% | -23.3% | +17.3% |
| 3Y | +46.2% | +101.4% | -55.2% | +36.0% |
| All | +59.7% | -7.8% | +67.5% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling