+118.1%
DAL vs SW
+185.4%
-67.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.0% |
| 7D | +4.6% | +4.7% | -0.1% | +3.5% |
| 30D | +2.3% | +5.0% | -2.7% | +1.2% |
| 3M | -8.1% | -7.3% | -0.8% | -6.6% |
| 6M | +21.4% | +15.0% | +6.4% | +17.7% |
| YTD | +24.3% | +18.5% | +5.8% | +19.1% |
| 1Y | +47.4% | +27.1% | +20.2% | +39.1% |
| 3Y | +164.6% | +49.3% | +115.3% | +141.2% |
| 5Y | +100.2% | -1.6% | +101.9% | +87.6% |
| All | +118.1% | +185.4% | -67.3% | +71.3% |
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