+418.2%
DAL vs WTW
+346.1%
+72.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.8% | +5.6% |
| 7D | +10.0% | +0.5% | +9.6% | +9.7% |
| 30D | +12.0% | +10.4% | +1.7% | +5.3% |
| 3M | +0.8% | -4.8% | +5.6% | +3.3% |
| 6M | +26.2% | +28.5% | -2.3% | +6.3% |
| YTD | +33.7% | +0.5% | +33.1% | +28.7% |
| 1Y | +57.6% | +1.6% | +56.0% | +50.5% |
| 3Y | +183.5% | +42.5% | +140.9% | +112.9% |
| 5Y | +114.2% | +49.8% | +64.4% | +54.1% |
| 10Y | +128.1% | +218.4% | -90.3% | -4.7% |
| All | +418.2% | +346.1% | +72.1% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling