+121.4%
DAL vs WAB
+282.9%
-161.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +2.3% | +3.1% | -0.8% | +0.2% |
| 30D | +14.3% | +6.4% | +7.9% | +9.4% |
| 3M | +1.3% | +2.2% | -0.9% | -0.4% |
| 6M | +29.3% | +13.7% | +15.6% | +17.1% |
| YTD | +33.0% | +43.0% | -10.0% | +2.3% |
| 1Y | +59.8% | +47.0% | +12.9% | +20.8% |
| 3Y | +177.2% | +174.4% | +2.8% | +35.4% |
| 5Y | +118.4% | +222.2% | -103.8% | -5.0% |
| 10Y | +121.4% | +276.9% | -155.5% | -26.8% |
| All | +121.4% | +282.9% | -161.5% | -26.8% |
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