+126.4%
DAL vs WSM
+1,015.9%
-889.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +3.4% | +2.6% | +0.8% | +2.5% |
| 30D | -13.6% | -9.5% | -4.0% | -10.5% |
| 3M | +1.2% | +12.9% | -11.7% | -2.9% |
| 6M | +34.5% | +23.0% | +11.5% | +25.3% |
| YTD | +14.7% | +28.9% | -14.2% | +5.3% |
| 1Y | +29.2% | +13.7% | +15.6% | +23.3% |
| 3Y | +100.0% | +232.6% | -132.6% | +29.4% |
| 5Y | +106.3% | +185.9% | -79.5% | +34.1% |
| 10Y | +126.4% | +998.6% | -872.2% | -12.9% |
| All | +126.4% | +1,015.9% | -889.5% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling