+28,547.2%
WM vs LUV
+5,043.8%
+23,503.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | +4.8% | -3.6% | +0.4% |
| 30D | +13.1% | +6.5% | +6.5% | +11.8% |
| 3M | +3.6% | -4.9% | +8.5% | +4.2% |
| 6M | +8.1% | +8.1% | 0.0% | +5.9% |
| YTD | +8.9% | +9.0% | -0.1% | +5.3% |
| 1Y | +20.3% | +43.6% | -23.3% | +10.7% |
| 3Y | +46.2% | +101.4% | -55.2% | +22.5% |
| 5Y | +59.9% | -7.3% | +67.2% | +51.4% |
| 10Y | +345.6% | +24.6% | +321.0% | +281.2% |
| All | +28,547.2% | +5,043.8% | +23,503.4% | +12,206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling