+122.8%
DAL vs WWD
+461.1%
-338.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | 0.0% |
| 7D | +8.8% | +4.2% | +4.6% | +5.8% |
| 30D | +5.4% | -2.1% | +7.5% | +6.2% |
| 3M | -4.9% | -13.2% | +8.2% | +3.0% |
| 6M | +19.8% | -16.9% | +36.7% | +32.0% |
| YTD | +27.0% | +5.2% | +21.8% | +18.7% |
| 1Y | +52.5% | +20.6% | +31.9% | +29.1% |
| 3Y | +173.8% | +146.3% | +27.5% | +37.5% |
| 5Y | +104.5% | +171.3% | -66.8% | -6.6% |
| All | +122.8% | +461.1% | -338.2% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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