+118.1%
DAL vs WM
+348.7%
-230.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.9% |
| 7D | +4.6% | +4.5% | +0.1% | +2.3% |
| 30D | +2.3% | +16.1% | -13.7% | -5.3% |
| 3M | -8.1% | +8.0% | -16.1% | -11.9% |
| 6M | +21.4% | +8.4% | +13.0% | +15.2% |
| YTD | +24.3% | +11.2% | +13.1% | +15.1% |
| 1Y | +47.4% | +22.3% | +25.1% | +28.8% |
| 3Y | +164.6% | +50.2% | +114.4% | +95.5% |
| 5Y | +100.2% | +63.3% | +36.9% | +36.1% |
| All | +118.1% | +348.7% | -230.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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