+90.5%
WFC vs DAL
+106.7%
-16.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +1.9% |
| 7D | +1.7% | +1.4% | +0.3% | +1.1% |
| 30D | +6.8% | +9.1% | -2.2% | +3.1% |
| 3M | -3.0% | -3.5% | +0.5% | -2.2% |
| 6M | +15.4% | +23.4% | -8.0% | +5.2% |
| YTD | -5.9% | +26.0% | -32.0% | -15.8% |
| 1Y | +1.7% | +44.6% | -43.0% | -13.9% |
| 3Y | +124.9% | +162.7% | -37.8% | +40.3% |
| 5Y | +90.5% | +113.0% | -22.5% | +24.7% |
| All | +90.5% | +106.7% | -16.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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