+125.6%
DAL vs W
+228.8%
-103.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +1.1% |
| 7D | +10.7% | +1.1% | +9.6% | +10.5% |
| 30D | +12.5% | +6.4% | +6.1% | +11.1% |
| 3M | +3.6% | +9.0% | -5.3% | +1.7% |
| 6M | +26.7% | +69.8% | -43.1% | +13.1% |
| YTD | +34.3% | +12.1% | +22.2% | +28.1% |
| 1Y | +59.1% | 0.0% | +59.1% | +54.5% |
| 3Y | +179.9% | +160.3% | +19.5% | +115.1% |
| 5Y | +119.1% | -53.3% | +172.4% | +93.5% |
| 10Y | +125.6% | +217.0% | -91.3% | +3.3% |
| All | +125.6% | +228.8% | -103.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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