+162.1%
DAL vs W
+176.2%
-14.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.4% |
| 7D | +0.1% | -4.2% | +4.3% | +0.9% |
| 30D | -13.9% | -7.6% | -6.4% | -12.8% |
| 3M | +1.1% | +37.2% | -36.1% | -5.4% |
| 6M | +26.2% | +26.3% | -0.1% | +19.3% |
| YTD | +16.4% | -1.0% | +17.4% | +14.1% |
| 1Y | +33.9% | +20.1% | +13.8% | +25.5% |
| 3Y | +93.4% | +37.8% | +55.6% | +66.8% |
| 5Y | +106.4% | -63.7% | +170.0% | +90.8% |
| 10Y | +143.0% | +156.3% | -13.4% | +36.9% |
| All | +162.1% | +176.2% | -14.1% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling