+59.8%
DAL vs NWSA
+1.1%
+58.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +2.3% | -12.2% | +14.5% | +4.7% |
| 30D | +14.3% | -8.7% | +23.0% | +16.4% |
| 3M | +1.3% | -6.0% | +7.3% | +3.0% |
| 6M | +29.3% | -0.3% | +29.6% | +31.1% |
| YTD | +33.0% | +3.5% | +29.5% | +33.1% |
| 1Y | +59.8% | +0.8% | +59.1% | +64.0% |
| All | +59.8% | +1.1% | +58.8% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling