+381.8%
DAL vs BBWI
+155.6%
+226.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.2% | +1.9% | -1.7% |
| 7D | +4.6% | -3.1% | +7.6% | +6.0% |
| 30D | +2.3% | +23.1% | -20.8% | -6.5% |
| 3M | -8.1% | +7.3% | -15.4% | -12.4% |
| 6M | +21.4% | +22.6% | -1.2% | +8.1% |
| YTD | +24.3% | +13.3% | +11.0% | +11.9% |
| 1Y | +47.4% | -2.6% | +50.0% | +38.0% |
| 3Y | +164.6% | -25.9% | +190.6% | +160.8% |
| 5Y | +100.2% | -66.7% | +166.9% | +162.4% |
| 10Y | +124.9% | -41.6% | +166.4% | +71.1% |
| All | +381.8% | +155.6% | +226.2% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling