+400.3%
DAL vs NWSA
+127.4%
+272.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.8% |
| 7D | +0.1% | -1.9% | +2.0% | +1.2% |
| 30D | -13.9% | +4.6% | -18.5% | -16.3% |
| 3M | +1.1% | +13.2% | -12.1% | -6.7% |
| 6M | +26.2% | +27.0% | -0.8% | +8.4% |
| YTD | +16.4% | +16.8% | -0.4% | +4.1% |
| 1Y | +33.9% | +4.5% | +29.3% | +27.2% |
| 3Y | +93.4% | +46.2% | +47.2% | +52.0% |
| 5Y | +106.4% | +40.9% | +65.4% | +62.5% |
| 10Y | +143.0% | +145.1% | -2.2% | +33.8% |
| All | +400.3% | +127.4% | +272.9% | +179.6% |
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 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