+102.9%
DAL vs WY
-34.0%
+136.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.9% |
| 7D | +8.8% | +3.1% | +5.7% | +6.8% |
| 30D | +5.4% | +13.0% | -7.6% | -2.2% |
| 3M | -4.9% | -16.8% | +11.9% | +5.6% |
| 6M | +19.8% | -11.2% | +31.0% | +27.1% |
| YTD | +27.0% | -9.1% | +36.1% | +31.8% |
| 1Y | +52.5% | -4.8% | +57.2% | +53.3% |
| 3Y | +173.8% | -25.3% | +199.1% | +212.1% |
| All | +102.9% | -34.0% | +136.9% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling