+111.4%
DAL vs WCC
+139.9%
-28.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.4% |
| 7D | -1.1% | +9.9% | -11.0% | -5.3% |
| 30D | +12.8% | -8.4% | +21.3% | +15.8% |
| 3M | -5.3% | -10.3% | +5.1% | -2.4% |
| 6M | +22.4% | -10.5% | +32.8% | +24.9% |
| YTD | +25.6% | +32.2% | -6.6% | +4.8% |
| 1Y | +45.5% | +25.5% | +20.0% | +24.4% |
| 3Y | +161.0% | +134.7% | +26.3% | +53.2% |
| All | +111.4% | +139.9% | -28.5% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling