+62.1%
DAL vs WSM
+44.0%
+18.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.5% | +0.7% | +2.7% |
| 7D | +11.1% | +8.0% | +3.1% | +5.4% |
| 30D | +7.7% | +13.5% | -5.8% | -1.2% |
| 3M | -3.5% | +8.8% | -12.4% | -9.1% |
| 6M | +31.3% | +54.7% | -23.4% | -2.9% |
| YTD | +30.0% | +53.3% | -23.3% | -0.2% |
| 1Y | +62.1% | +41.1% | +21.0% | +31.5% |
| All | +62.1% | +44.0% | +18.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling