+145.3%
DAL vs SW
+147.8%
-2.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +0.1% | -5.1% | +5.2% | +1.3% |
| 30D | -13.9% | -4.6% | -9.3% | -13.1% |
| 3M | +1.1% | +9.4% | -8.3% | -1.0% |
| 6M | +26.2% | +3.5% | +22.7% | +24.9% |
| YTD | +16.4% | +22.0% | -5.6% | +10.9% |
| 1Y | +33.9% | +2.2% | +31.6% | +31.7% |
| 3Y | +93.4% | +19.6% | +73.8% | +82.4% |
| 5Y | +106.4% | -2.3% | +108.7% | +93.1% |
| All | +145.3% | +147.8% | -2.5% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling