+351.3%
DAL vs GWW
+2,058.9%
-1,707.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.8% |
| 30D | -13.9% | +3.3% | -17.2% | -15.8% |
| 3M | +1.1% | +2.9% | -1.8% | -1.3% |
| 6M | +26.2% | +15.8% | +10.5% | +14.0% |
| YTD | +16.4% | +32.0% | -15.6% | -4.1% |
| 1Y | +33.9% | +29.9% | +3.9% | +11.3% |
| 3Y | +93.4% | +91.1% | +2.3% | +24.7% |
| 5Y | +106.4% | +223.9% | -117.6% | -9.3% |
| 10Y | +143.0% | +567.0% | -424.1% | -43.7% |
| All | +351.3% | +2,058.9% | -1,707.6% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling