+381.8%
DAL vs WAT
+655.1%
-273.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.8% |
| 7D | +4.6% | -5.6% | +10.2% | +7.6% |
| 30D | +2.3% | +3.8% | -1.5% | +0.3% |
| 3M | -8.1% | +13.3% | -21.4% | -14.1% |
| 6M | +21.4% | +32.2% | -10.8% | +4.2% |
| YTD | +24.3% | +19.3% | +5.0% | +11.0% |
| 1Y | +47.4% | +21.8% | +25.6% | +30.1% |
| 3Y | +164.6% | +73.9% | +90.7% | +83.4% |
| 5Y | +100.2% | +32.1% | +68.2% | +55.9% |
| 10Y | +124.9% | +228.2% | -103.3% | -0.1% |
| All | +381.8% | +655.1% | -273.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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