+102.9%
DAL vs GWW
+217.3%
-114.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.6% |
| 7D | +8.8% | +6.0% | +2.8% | +5.3% |
| 30D | +5.4% | +14.0% | -8.6% | -2.1% |
| 3M | -4.9% | +12.5% | -17.5% | -11.3% |
| 6M | +19.8% | +23.6% | -3.8% | +5.2% |
| YTD | +27.0% | +43.6% | -16.6% | +1.4% |
| 1Y | +52.5% | +52.5% | 0.0% | +17.4% |
| 3Y | +173.8% | +92.6% | +81.3% | +89.0% |
| All | +102.9% | +217.3% | -114.4% | -1.1% |
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