+161.0%
DAL vs ITW
+33.4%
+127.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | -1.1% | +2.3% | -3.4% | -3.1% |
| 30D | +12.8% | +6.7% | +6.1% | +6.6% |
| 3M | -5.3% | -0.5% | -4.7% | -4.7% |
| 6M | +22.4% | +16.4% | +6.0% | +5.3% |
| YTD | +25.6% | +19.0% | +6.7% | +4.3% |
| 1Y | +45.5% | +20.2% | +25.3% | +19.2% |
| 3Y | +161.0% | +33.1% | +127.9% | +88.8% |
| All | +161.0% | +33.4% | +127.5% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling