+105.8%
DAL vs WAB
+222.7%
-116.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.3% |
| 7D | +0.1% | -3.2% | +3.3% | +2.6% |
| 30D | -13.9% | -4.4% | -9.5% | -10.9% |
| 3M | +1.1% | +7.9% | -6.8% | -5.4% |
| 6M | +26.2% | +8.7% | +17.5% | +16.9% |
| YTD | +16.4% | +33.0% | -16.6% | -8.3% |
| 1Y | +33.9% | +46.7% | -12.8% | -2.7% |
| 3Y | +93.4% | +153.0% | -59.6% | -9.9% |
| All | +105.8% | +222.7% | -116.9% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling