+128.1%
DAL vs WU
-36.4%
+164.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.4% |
| 7D | +10.0% | +9.1% | +1.0% | +4.9% |
| 30D | +12.0% | +12.1% | -0.1% | +5.2% |
| 3M | +0.8% | +0.3% | +0.5% | -0.1% |
| 6M | +26.2% | -19.1% | +45.3% | +37.4% |
| YTD | +33.7% | -19.2% | +52.9% | +44.4% |
| 1Y | +57.6% | -15.3% | +72.9% | +65.3% |
| 3Y | +183.5% | -21.3% | +204.8% | +200.6% |
| 5Y | +114.2% | -41.7% | +155.8% | +164.4% |
| 10Y | +128.1% | -36.0% | +164.1% | +175.7% |
| All | +128.1% | -36.4% | +164.6% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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