+100.0%
DAL vs WTW
+65.4%
+34.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.8% |
| 7D | +3.4% | -2.7% | +6.1% | +4.1% |
| 30D | -13.6% | -5.6% | -7.9% | -12.3% |
| 3M | +1.2% | +26.5% | -25.3% | -5.2% |
| 6M | +34.5% | +8.1% | +26.4% | +31.7% |
| YTD | +14.7% | -0.3% | +15.0% | +15.1% |
| 1Y | +29.2% | -0.9% | +30.1% | +29.8% |
| 3Y | +100.0% | +66.6% | +33.4% | +82.7% |
| All | +100.0% | +65.4% | +34.6% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling