+351.3%
DAL vs ITW
+719.0%
-367.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.3% |
| 7D | +0.1% | -3.6% | +3.7% | +3.5% |
| 30D | -13.9% | -9.1% | -4.8% | -6.1% |
| 3M | +1.1% | +8.2% | -7.1% | -6.2% |
| 6M | +26.2% | -4.8% | +31.0% | +31.4% |
| YTD | +16.4% | +11.0% | +5.4% | +4.9% |
| 1Y | +33.9% | +4.2% | +29.6% | +27.0% |
| 3Y | +93.4% | +17.3% | +76.1% | +66.6% |
| 5Y | +106.4% | +33.0% | +73.4% | +55.7% |
| 10Y | +143.0% | +182.3% | -39.4% | -7.6% |
| All | +351.3% | +719.0% | -367.8% | -33.8% |
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