+128.1%
DAL vs GWW
+696.0%
-567.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.0% |
| 7D | +10.0% | +5.3% | +4.8% | +7.4% |
| 30D | +12.0% | +12.4% | -0.4% | +5.9% |
| 3M | +0.8% | +13.7% | -12.9% | -5.4% |
| 6M | +26.2% | +18.0% | +8.2% | +15.9% |
| YTD | +33.7% | +44.6% | -10.9% | +10.6% |
| 1Y | +57.6% | +53.1% | +4.5% | +26.7% |
| 3Y | +183.5% | +90.2% | +93.3% | +107.3% |
| 5Y | +114.2% | +215.0% | -100.8% | +23.0% |
| 10Y | +128.1% | +658.9% | -530.8% | +7.9% |
| All | +128.1% | +696.0% | -567.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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