+173.8%
DAL vs GWW
+92.7%
+81.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | +8.8% | +6.0% | +2.8% | +4.8% |
| 30D | +5.4% | +14.0% | -8.6% | -3.3% |
| 3M | -4.9% | +12.5% | -17.5% | -12.3% |
| 6M | +19.8% | +23.6% | -3.8% | +2.5% |
| YTD | +27.0% | +43.6% | -16.6% | -3.9% |
| 1Y | +52.5% | +52.5% | 0.0% | +9.9% |
| 3Y | +173.8% | +92.6% | +81.3% | +76.1% |
| All | +173.8% | +92.7% | +81.1% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling