-22.1%
WULF vs LUV
+57.3%
-79.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.8% | -13.5% | -9.9% |
| 7D | -12.8% | +6.8% | -19.6% | -16.0% |
| 30D | -20.9% | +10.9% | -31.8% | -25.3% |
| 3M | -38.0% | -4.2% | -33.8% | -36.9% |
| 6M | -47.5% | +22.1% | -69.7% | -52.0% |
| YTD | +1.8% | +13.8% | -12.0% | -4.2% |
| 1Y | -22.1% | +59.2% | -81.3% | -43.4% |
| All | -22.1% | +57.3% | -79.4% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling