+179.9%
DAL vs W
+214.9%
-35.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.9% | -2.9% |
| 7D | +4.6% | -5.6% | +10.2% | +5.6% |
| 30D | +2.3% | +7.5% | -5.2% | +1.0% |
| 3M | -8.1% | +5.4% | -13.5% | -9.2% |
| 6M | +21.4% | +79.4% | -58.0% | +8.3% |
| YTD | +24.3% | +12.9% | +11.4% | +18.9% |
| 1Y | +47.4% | +12.4% | +35.0% | +40.6% |
| 3Y | +164.6% | +128.5% | +36.1% | +111.7% |
| 5Y | +100.2% | -54.0% | +154.2% | +78.5% |
| 10Y | +124.9% | +248.8% | -123.9% | +21.9% |
| All | +179.9% | +214.9% | -35.1% | +55.0% |
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