+36.1%
DAL vs WETO
-99.4%
+135.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.6% | +2.1% |
| 7D | -0.3% | -4.3% | +4.0% | -0.3% |
| 30D | -11.1% | -39.9% | +28.8% | -11.4% |
| 3M | -2.1% | -97.9% | +95.8% | +4.6% |
| 6M | +35.8% | -95.0% | +130.9% | +36.9% |
| YTD | +16.0% | -97.2% | +113.2% | +18.2% |
| 1Y | +33.7% | -98.9% | +132.6% | +38.2% |
| All | +36.1% | -99.4% | +135.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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