+418.2%
DAL vs ITW
+775.0%
-356.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.2% | +3.4% |
| 7D | +10.0% | -1.1% | +11.2% | +11.4% |
| 30D | +12.0% | +8.6% | +3.5% | +4.2% |
| 3M | +0.8% | -2.7% | +3.5% | +3.2% |
| 6M | +26.2% | +14.0% | +12.2% | +11.7% |
| YTD | +33.7% | +18.6% | +15.1% | +13.4% |
| 1Y | +57.6% | +19.8% | +37.8% | +32.3% |
| 3Y | +183.5% | +34.8% | +148.7% | +115.0% |
| 5Y | +114.2% | +37.5% | +76.7% | +57.4% |
| 10Y | +128.1% | +199.9% | -71.8% | -17.8% |
| All | +418.2% | +775.0% | -356.8% | -28.5% |
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