+381.8%
DAL vs WAB
+1,455.1%
-1,073.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.2% | -0.5% |
| 7D | +4.6% | -2.5% | +7.0% | +6.4% |
| 30D | +2.3% | -4.4% | +6.7% | +5.3% |
| 3M | -8.1% | -5.9% | -2.2% | -4.4% |
| 6M | +21.4% | +5.9% | +15.5% | +15.5% |
| YTD | +24.3% | +30.9% | -6.6% | +2.0% |
| 1Y | +47.4% | +35.8% | +11.6% | +18.0% |
| 3Y | +164.6% | +154.0% | +10.6% | +37.3% |
| 5Y | +100.2% | +203.9% | -103.6% | -8.4% |
| 10Y | +124.9% | +286.7% | -161.9% | -20.1% |
| All | +381.8% | +1,455.1% | -1,073.3% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling