+145.3%
DAL vs WM
+306.5%
-161.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | -13.9% | -2.4% | -11.6% | -13.0% |
| 3M | +1.1% | +0.4% | +0.7% | +0.1% |
| 6M | +26.2% | -9.5% | +35.7% | +31.4% |
| YTD | +16.4% | +0.5% | +15.9% | +13.8% |
| 1Y | +33.9% | -1.1% | +34.9% | +31.4% |
| 3Y | +93.4% | +46.0% | +47.3% | +43.2% |
| 5Y | +106.4% | +51.8% | +54.5% | +44.3% |
| All | +145.3% | +306.5% | -161.2% | -3.4% |
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