+122.8%
DAL vs WAB
+287.6%
-164.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +0.9% |
| 7D | +8.8% | +1.4% | +7.4% | +7.8% |
| 30D | +5.4% | +0.4% | +5.0% | +5.0% |
| 3M | -4.9% | -3.8% | -1.1% | -2.6% |
| 6M | +19.8% | +5.1% | +14.8% | +14.6% |
| YTD | +27.0% | +33.3% | -6.3% | +2.6% |
| 1Y | +52.5% | +39.8% | +12.6% | +19.2% |
| 3Y | +173.8% | +161.1% | +12.8% | +38.5% |
| 5Y | +104.5% | +209.5% | -104.9% | -8.3% |
| All | +122.8% | +287.6% | -164.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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