+82.7%
WULF vs LUV
+20.2%
+62.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.1% |
| 7D | +1.4% | -1.0% | +2.4% | +1.7% |
| 30D | -2.6% | -12.4% | +9.7% | +2.7% |
| 3M | -34.0% | -11.0% | -23.0% | -30.8% |
| 6M | +10.0% | -5.0% | +15.0% | +12.6% |
| YTD | +45.7% | -3.8% | +49.5% | +46.3% |
| 1Y | +57.3% | +25.9% | +31.4% | +40.8% |
| 3Y | +878.9% | +42.2% | +836.7% | +723.5% |
| 5Y | -28.3% | -10.8% | -17.5% | -32.0% |
| All | +82.7% | +20.2% | +62.4% | +69.3% |
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