+19.8%
DAL vs WSM
+39.2%
-19.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.4% |
| 7D | +8.8% | +0.5% | +8.3% | +8.5% |
| 30D | +5.4% | +6.0% | -0.6% | +1.1% |
| 3M | -4.9% | +3.2% | -8.1% | -7.1% |
| 6M | +19.8% | +37.1% | -17.3% | -7.1% |
| All | +19.8% | +39.2% | -19.4% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling