+29.2%
DAL vs GWW
+30.8%
-1.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.2% |
| 7D | +3.4% | -1.5% | +4.9% | +4.1% |
| 30D | -13.6% | +1.1% | -14.7% | -14.1% |
| 3M | +1.2% | -1.0% | +2.2% | +1.1% |
| 6M | +34.5% | +16.3% | +18.2% | +21.7% |
| YTD | +14.7% | +28.5% | -13.8% | -4.2% |
| 1Y | +29.2% | +30.3% | -1.0% | +3.8% |
| All | +29.2% | +30.8% | -1.6% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling