+98.5%
DAL vs WWD
+166.3%
-67.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.5% |
| 30D | -13.9% | -7.2% | -6.8% | -11.0% |
| 3M | +1.1% | -3.8% | +4.9% | +1.9% |
| 6M | +26.2% | -9.9% | +36.2% | +30.8% |
| YTD | +16.4% | +14.8% | +1.6% | +7.5% |
| 1Y | +33.9% | +42.1% | -8.2% | +10.7% |
| All | +98.5% | +166.3% | -67.8% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling