+98.5%
DAL vs WCC
+124.0%
-25.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | 0.0% |
| 7D | +0.1% | +4.5% | -4.3% | -1.9% |
| 30D | -13.9% | -5.8% | -8.1% | -11.8% |
| 3M | +1.1% | -3.7% | +4.7% | +1.7% |
| 6M | +26.2% | +23.1% | +3.2% | +12.1% |
| YTD | +16.4% | +44.2% | -27.7% | -4.6% |
| 1Y | +33.9% | +62.1% | -28.2% | +3.1% |
| All | +98.5% | +124.0% | -25.5% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling