+392.2%
DAL vs WCN
+1,456.4%
-1,064.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +3.0% |
| 7D | +8.8% | +2.9% | +5.9% | +6.8% |
| 30D | +5.4% | +22.1% | -16.7% | -8.2% |
| 3M | -4.9% | +13.2% | -18.1% | -13.1% |
| 6M | +19.8% | +23.7% | -3.9% | +2.2% |
| YTD | +27.0% | +8.7% | +18.3% | +16.6% |
| 1Y | +52.5% | +15.3% | +37.1% | +34.2% |
| 3Y | +173.8% | +46.0% | +127.8% | +97.3% |
| 5Y | +104.5% | +45.9% | +58.6% | +43.5% |
| 10Y | +129.7% | +311.1% | -181.3% | -33.8% |
| All | +392.2% | +1,456.4% | -1,064.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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