+122.8%
DAL vs WCC
+457.1%
-334.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.1% |
| 7D | +8.8% | -14.7% | +23.5% | +16.5% |
| 30D | +5.4% | -20.1% | +25.5% | +16.1% |
| 3M | -4.9% | -21.2% | +16.2% | +4.7% |
| 6M | +19.8% | -19.2% | +39.0% | +28.8% |
| YTD | +27.0% | +20.2% | +6.8% | +10.1% |
| 1Y | +52.5% | +14.5% | +38.0% | +35.4% |
| 3Y | +173.8% | +115.1% | +58.7% | +63.5% |
| 5Y | +104.5% | +121.5% | -17.0% | +12.3% |
| All | +122.8% | +457.1% | -334.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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