Or maybe not. A picture from the SW website (http://www.southwest.com/images/photo_gallery/shamu2.jpg) shows all three planes with brown backs. If there are only three of them at any one time, then obviously they got repainted at some point to convert the backs from brown to blue, or visa versa. And given that, there's really no way of knowing if the third plane in the separate view with the brown back is actually a 3rd plane, or one of the first two at a different point in time wiht the altered paint job.
By the comments on the Airliners.net pages it looks like the various planes that are Shamu keep getting repainted and different plane become Shamu. There have been three schemes that I notice.
http://virtualglobetrotting.com/map/33392/
http://virtualglobetrotting.com/map/31299/