+121.4%
DAL vs WY
+3.1%
+118.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +2.3% | -5.1% | +7.4% | +5.6% |
| 30D | +14.3% | +9.0% | +5.3% | +8.1% |
| 3M | +1.3% | -16.7% | +18.0% | +12.6% |
| 6M | +29.3% | -10.3% | +39.5% | +36.3% |
| YTD | +33.0% | -10.5% | +43.5% | +39.5% |
| 1Y | +59.8% | -5.9% | +65.7% | +62.2% |
| 3Y | +177.2% | -24.7% | +201.9% | +215.9% |
| 5Y | +118.4% | -31.5% | +149.9% | +163.4% |
| 10Y | +121.4% | +4.7% | +116.7% | +85.9% |
| All | +121.4% | +3.1% | +118.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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