+135.1%
DAL vs SW
+189.7%
-54.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +6.2% |
| 7D | +11.1% | +12.1% | -1.0% | +8.3% |
| 30D | +7.7% | +6.6% | +1.2% | +6.2% |
| 3M | -3.5% | -6.0% | +2.5% | -2.3% |
| 6M | +31.3% | +21.5% | +9.8% | +25.8% |
| YTD | +30.0% | +20.3% | +9.6% | +24.1% |
| 1Y | +62.1% | +28.1% | +33.9% | +52.6% |
| 3Y | +176.6% | +51.6% | +125.0% | +151.2% |
| 5Y | +126.2% | -0.1% | +126.3% | +111.1% |
| 10Y | +135.1% | +189.7% | -54.6% | +79.9% |
| All | +135.1% | +189.7% | -54.6% | +79.9% |
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