+21.4%
DAL vs W
+72.4%
-51.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.9% | -2.0% |
| 7D | +4.6% | -5.6% | +10.2% | +6.1% |
| 30D | +2.3% | +7.5% | -5.2% | +0.3% |
| 3M | -8.1% | +5.4% | -13.5% | -9.7% |
| 6M | +21.4% | +79.4% | -58.0% | -9.6% |
| All | +21.4% | +72.4% | -51.0% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling