+36.5%
DAL vs WETO
-99.4%
+135.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -20.8% | +22.6% | +1.8% |
| 7D | +0.1% | -55.4% | +55.5% | +0.1% |
| 30D | -13.9% | -48.5% | +34.6% | -14.1% |
| 3M | +1.1% | -97.5% | +98.6% | +7.3% |
| 6M | +26.2% | -94.2% | +120.4% | +26.7% |
| YTD | +16.4% | -97.0% | +113.5% | +18.6% |
| 1Y | +33.9% | -98.9% | +132.8% | +38.5% |
| All | +36.5% | -99.4% | +135.9% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling