+351.3%
DAL vs WSM
+1,935.7%
-1,584.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.0% |
| 7D | +0.1% | -3.3% | +3.4% | +1.4% |
| 30D | -13.9% | -8.4% | -5.5% | -11.0% |
| 3M | +1.1% | +9.7% | -8.6% | -2.4% |
| 6M | +26.2% | +16.7% | +9.6% | +19.0% |
| YTD | +16.4% | +28.7% | -12.3% | +5.8% |
| 1Y | +33.9% | +13.7% | +20.2% | +26.9% |
| 3Y | +93.4% | +230.1% | -136.7% | +15.7% |
| 5Y | +106.4% | +179.0% | -72.6% | +25.0% |
| 10Y | +143.0% | +1,002.5% | -859.6% | -26.8% |
| All | +351.3% | +1,935.7% | -1,584.4% | -12.4% |
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