+121.4%
DAL vs W
+224.5%
-103.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +2.3% | -7.4% | +9.7% | +3.8% |
| 30D | +14.3% | +7.8% | +6.5% | +12.6% |
| 3M | +1.3% | +10.9% | -9.6% | -0.9% |
| 6M | +29.3% | +86.4% | -57.1% | +13.4% |
| YTD | +33.0% | +14.0% | +19.0% | +26.5% |
| 1Y | +59.8% | +3.5% | +56.3% | +54.2% |
| 3Y | +177.2% | +164.8% | +12.4% | +112.4% |
| 5Y | +118.4% | -53.1% | +171.5% | +92.6% |
| 10Y | +121.4% | +220.4% | -99.0% | +1.1% |
| All | +121.4% | +224.5% | -103.1% | +1.1% |
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