+392.2%
DAL vs ITW
+757.4%
-365.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +3.6% |
| 7D | +8.8% | +0.9% | +7.9% | +8.1% |
| 30D | +5.4% | +7.6% | -2.2% | -1.3% |
| 3M | -4.9% | -4.0% | -0.9% | -1.5% |
| 6M | +19.8% | +9.2% | +10.6% | +10.2% |
| YTD | +27.0% | +16.2% | +10.8% | +9.6% |
| 1Y | +52.5% | +17.9% | +34.5% | +29.7% |
| 3Y | +173.8% | +30.6% | +143.3% | +113.7% |
| 5Y | +104.5% | +35.2% | +69.4% | +52.5% |
| 10Y | +129.7% | +212.2% | -82.5% | -20.3% |
| All | +392.2% | +757.4% | -365.2% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling