+129.3%
DAL vs WTW
+197.9%
-68.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | -0.6% | -7.8% | +7.1% | +3.7% |
| 30D | -13.5% | -7.9% | -5.6% | -9.7% |
| 3M | +2.6% | +19.9% | -17.4% | -8.0% |
| 6M | +32.7% | +9.8% | +22.9% | +23.5% |
| YTD | +13.6% | -3.3% | +17.0% | +13.1% |
| 1Y | +28.8% | -3.3% | +32.1% | +27.6% |
| 3Y | +98.2% | +61.5% | +36.6% | +39.5% |
| 5Y | +105.9% | +42.6% | +63.4% | +55.3% |
| All | +129.3% | +197.9% | -68.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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