+122.8%
DAL vs NWSA
+144.8%
-22.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | +8.8% | -9.4% | +18.2% | +15.0% |
| 30D | +5.4% | -7.8% | +13.2% | +10.2% |
| 3M | -4.9% | -10.8% | +5.8% | +1.0% |
| 6M | +19.8% | +1.1% | +18.8% | +16.6% |
| YTD | +27.0% | +1.8% | +25.2% | +21.5% |
| 1Y | +52.5% | +6.0% | +46.4% | +41.7% |
| 3Y | +173.8% | +24.6% | +149.3% | +130.0% |
| 5Y | +104.5% | +13.1% | +91.4% | +78.1% |
| All | +122.8% | +144.8% | -22.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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