+33.2%
DAL vs WETO
-99.4%
+132.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -0.6% |
| 7D | -0.6% | -19.9% | +19.2% | -0.7% |
| 30D | -13.5% | -42.7% | +29.2% | -13.7% |
| 3M | +2.6% | -97.7% | +100.3% | +9.4% |
| 6M | +32.7% | -94.4% | +127.1% | +33.5% |
| YTD | +13.6% | -97.0% | +110.6% | +15.7% |
| 1Y | +28.8% | -98.9% | +127.7% | +33.2% |
| All | +33.2% | -99.4% | +132.6% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling