-3.5%
DAL vs W
+12.4%
-15.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.0% | -3.8% | +4.0% |
| 7D | +11.1% | +8.4% | +2.7% | +8.3% |
| 30D | +7.7% | +16.5% | -8.8% | +3.7% |
| 3M | -3.5% | +6.4% | -10.0% | -8.3% |
| All | -3.5% | +12.4% | -15.9% | -8.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling