+392.2%
DAL vs WSM
+2,181.0%
-1,788.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.8% |
| 7D | +8.8% | +0.5% | +8.3% | +8.7% |
| 30D | +5.4% | +6.0% | -0.6% | +3.1% |
| 3M | -4.9% | +3.2% | -8.1% | -6.1% |
| 6M | +19.8% | +37.1% | -17.3% | +6.2% |
| YTD | +27.0% | +44.2% | -17.2% | +10.4% |
| 1Y | +52.5% | +34.2% | +18.2% | +36.1% |
| 3Y | +173.8% | +249.3% | -75.4% | +61.3% |
| 5Y | +104.5% | +169.3% | -64.7% | +26.1% |
| 10Y | +129.7% | +1,241.2% | -1,111.5% | -36.0% |
| All | +392.2% | +2,181.0% | -1,788.8% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling