+105.0%
DAL vs BBWI
-48.2%
+153.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -4.3% |
| 7D | +1.4% | -4.5% | +5.9% | +2.9% |
| 30D | +9.1% | +17.1% | -8.0% | +3.5% |
| 3M | -3.5% | +17.5% | -21.0% | -9.5% |
| 6M | +23.4% | +12.8% | +10.6% | +16.2% |
| YTD | +26.0% | +8.2% | +17.9% | +18.6% |
| 1Y | +44.6% | -1.8% | +46.4% | +37.9% |
| 3Y | +162.7% | -25.8% | +188.5% | +163.6% |
| 5Y | +113.0% | -68.0% | +181.0% | +167.8% |
| All | +105.0% | -48.2% | +153.2% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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