+111.4%
DAL vs GWW
+218.6%
-107.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.2% |
| 7D | -1.1% | +3.6% | -4.6% | -3.1% |
| 30D | +12.8% | +12.1% | +0.7% | +5.7% |
| 3M | -5.3% | +12.9% | -18.2% | -11.8% |
| 6M | +22.4% | +19.3% | +3.0% | +9.8% |
| YTD | +25.6% | +48.7% | -23.1% | -1.8% |
| 1Y | +45.5% | +60.5% | -15.0% | +8.5% |
| 3Y | +161.0% | +93.3% | +67.7% | +78.7% |
| All | +111.4% | +218.6% | -107.2% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling