+126.2%
DAL vs WM
+61.7%
+64.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.5% | +6.9% |
| 7D | +11.1% | +5.9% | +5.1% | +10.0% |
| 30D | +7.7% | +15.4% | -7.7% | +5.1% |
| 3M | -3.5% | +6.3% | -9.9% | -4.6% |
| 6M | +31.3% | +5.6% | +25.7% | +29.8% |
| YTD | +30.0% | +9.9% | +20.0% | +26.5% |
| 1Y | +62.1% | +20.8% | +41.2% | +53.5% |
| 3Y | +176.6% | +48.5% | +128.1% | +141.0% |
| 5Y | +126.2% | +60.6% | +65.6% | +86.3% |
| All | +126.2% | +61.7% | +64.5% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling