+58.4%
DAL vs NWSA
-0.3%
+58.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.1% |
| 7D | +10.0% | -10.5% | +20.6% | +12.3% |
| 30D | +12.0% | -8.8% | +20.8% | +14.2% |
| 3M | +0.8% | -6.5% | +7.3% | +2.6% |
| 6M | +26.2% | -1.3% | +27.5% | +28.2% |
| YTD | +33.7% | +2.5% | +31.2% | +34.0% |
| All | +58.4% | -0.3% | +58.7% | +62.3% |
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