+173.8%
DAL vs WU
-21.7%
+195.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.9% |
| 7D | +8.8% | +11.7% | -2.9% | +4.3% |
| 30D | +5.4% | +12.6% | -7.2% | +0.6% |
| 3M | -4.9% | -0.5% | -4.4% | -5.2% |
| 6M | +19.8% | -18.2% | +38.0% | +27.7% |
| YTD | +27.0% | -19.0% | +46.0% | +35.2% |
| 1Y | +52.5% | -16.7% | +69.1% | +59.7% |
| 3Y | +173.8% | -21.0% | +194.9% | +184.0% |
| All | +173.8% | -21.7% | +195.5% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling