+121.4%
DAL vs WCC
+453.1%
-331.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -2.6% |
| 7D | +2.3% | +3.3% | -1.0% | +0.5% |
| 30D | +14.3% | -9.4% | +23.8% | +18.3% |
| 3M | +1.3% | -10.5% | +11.8% | +4.7% |
| 6M | +29.3% | -10.4% | +39.7% | +32.1% |
| YTD | +33.0% | +34.4% | -1.4% | +9.0% |
| 1Y | +59.8% | +27.7% | +32.2% | +34.4% |
| 3Y | +177.2% | +137.9% | +39.2% | +57.2% |
| 5Y | +118.4% | +147.0% | -28.7% | +13.3% |
| 10Y | +121.4% | +442.5% | -321.1% | -41.6% |
| All | +121.4% | +453.1% | -331.7% | -41.6% |
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