+104.3%
DAL vs WAB
+266.7%
-162.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -1.1% | +5.1% | -6.2% | -4.3% |
| 30D | +12.8% | +4.0% | +8.8% | +9.8% |
| 3M | -5.3% | +0.1% | -5.4% | -5.5% |
| 6M | +22.4% | +12.8% | +9.6% | +11.5% |
| YTD | +25.6% | +40.1% | -14.5% | -1.9% |
| 1Y | +45.5% | +46.4% | -0.9% | +10.3% |
| 3Y | +161.0% | +167.4% | -6.4% | +29.8% |
| 5Y | +112.2% | +215.0% | -102.8% | -6.2% |
| All | +104.3% | +266.7% | -162.3% | -31.8% |
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