+441.6%
DAL vs NWSA
+97.3%
+344.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.9% |
| 30D | +9.1% | -11.3% | +20.4% | +16.4% |
| 3M | -3.5% | -8.1% | +4.6% | +0.5% |
| 6M | +23.4% | -0.7% | +24.1% | +21.8% |
| YTD | +26.0% | +1.3% | +24.7% | +21.5% |
| 1Y | +44.6% | -1.3% | +45.9% | +41.7% |
| 3Y | +162.7% | +28.4% | +134.3% | +121.3% |
| 5Y | +113.0% | +15.3% | +97.7% | +86.9% |
| 10Y | +109.8% | +142.7% | -32.9% | +18.5% |
| All | +441.6% | +97.3% | +344.4% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling