+104.3%
DAL vs WTW
+218.5%
-114.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.4% |
| 7D | -1.1% | +2.0% | -3.1% | -2.1% |
| 30D | +12.8% | +12.9% | 0.0% | +5.5% |
| 3M | -5.3% | +0.7% | -6.0% | -6.1% |
| 6M | +22.4% | +39.5% | -17.1% | +0.3% |
| YTD | +25.6% | +3.1% | +22.5% | +20.4% |
| 1Y | +45.5% | +4.8% | +40.7% | +38.0% |
| 3Y | +161.0% | +42.9% | +118.0% | +100.0% |
| 5Y | +112.2% | +55.3% | +57.0% | +51.9% |
| All | +104.3% | +218.5% | -114.2% | -5.0% |
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