+125.6%
DAL vs NWSA
+149.3%
-23.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +10.7% | -9.7% | +20.4% | +17.3% |
| 30D | +12.5% | -8.6% | +21.1% | +18.4% |
| 3M | +3.6% | -6.3% | +9.9% | +6.9% |
| 6M | +26.7% | -1.2% | +27.9% | +25.2% |
| YTD | +34.3% | +2.6% | +31.6% | +27.8% |
| 1Y | +59.1% | 0.0% | +59.1% | +53.9% |
| 3Y | +179.9% | +30.1% | +149.8% | +128.7% |
| 5Y | +119.1% | +18.3% | +100.8% | +85.5% |
| 10Y | +125.6% | +149.3% | -23.7% | +16.7% |
| All | +125.6% | +149.3% | -23.7% | +16.7% |
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