+129.3%
DAL vs ITW
+191.6%
-62.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.1% |
| 7D | -0.6% | -2.4% | +1.7% | +1.5% |
| 30D | -13.5% | -9.5% | -3.9% | -5.4% |
| 3M | +2.6% | +6.6% | -4.1% | -3.6% |
| 6M | +32.7% | -1.8% | +34.4% | +34.0% |
| YTD | +13.6% | +9.0% | +4.6% | +4.1% |
| 1Y | +28.8% | +3.6% | +25.3% | +23.0% |
| 3Y | +98.2% | +19.4% | +78.7% | +68.0% |
| 5Y | +105.9% | +36.4% | +69.5% | +52.2% |
| All | +129.3% | +191.6% | -62.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling