+128.1%
DAL vs WSM
+1,313.8%
-1,185.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +4.2% |
| 7D | +10.0% | +0.9% | +9.2% | +9.8% |
| 30D | +12.0% | +8.6% | +3.5% | +9.0% |
| 3M | +0.8% | +4.2% | -3.5% | -0.6% |
| 6M | +26.2% | +44.6% | -18.4% | +11.3% |
| YTD | +33.7% | +48.5% | -14.8% | +17.0% |
| 1Y | +57.6% | +34.7% | +22.9% | +42.3% |
| 3Y | +183.5% | +271.0% | -87.6% | +77.9% |
| 5Y | +114.2% | +180.9% | -66.8% | +39.9% |
| 10Y | +128.1% | +1,235.4% | -1,107.3% | -16.5% |
| All | +128.1% | +1,313.8% | -1,185.7% | -16.5% |
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 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