+351.3%
DAL vs WM
+858.3%
-507.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.3% |
| 30D | -13.9% | -2.4% | -11.6% | -12.5% |
| 3M | +1.1% | +0.4% | +0.7% | -0.3% |
| 6M | +26.2% | -9.5% | +35.7% | +33.1% |
| YTD | +16.4% | +0.5% | +15.9% | +12.8% |
| 1Y | +33.9% | -1.1% | +34.9% | +30.2% |
| 3Y | +93.4% | +46.0% | +47.3% | +32.5% |
| 5Y | +106.4% | +51.8% | +54.5% | +32.1% |
| 10Y | +143.0% | +307.5% | -164.5% | -35.8% |
| All | +351.3% | +858.3% | -507.0% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling