+161.0%
DAL vs NWSA
+32.6%
+128.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.8% |
| 7D | -1.1% | +2.2% | -3.3% | -2.3% |
| 30D | +12.8% | -8.8% | +21.6% | +18.2% |
| 3M | -5.3% | -6.5% | +1.2% | -2.5% |
| 6M | +22.4% | +1.5% | +20.9% | +18.8% |
| YTD | +25.6% | +4.0% | +21.6% | +18.7% |
| 1Y | +45.5% | +3.4% | +42.1% | +38.1% |
| 3Y | +161.0% | +34.8% | +126.1% | +128.6% |
| All | +161.0% | +32.6% | +128.4% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling