+125.6%
DAL vs WAB
+288.7%
-163.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | -0.8% |
| 7D | +10.7% | +4.0% | +6.7% | +7.8% |
| 30D | +12.5% | +6.3% | +6.2% | +7.8% |
| 3M | +3.6% | +3.3% | +0.4% | +1.2% |
| 6M | +26.7% | +14.5% | +12.3% | +14.2% |
| YTD | +34.3% | +42.7% | -8.4% | +3.5% |
| 1Y | +59.1% | +45.2% | +13.9% | +21.3% |
| 3Y | +179.9% | +173.8% | +6.1% | +36.9% |
| 5Y | +119.1% | +223.8% | -104.6% | -5.0% |
| 10Y | +125.6% | +280.5% | -154.9% | -25.4% |
| All | +125.6% | +288.7% | -163.1% | -25.4% |
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