+320.4%
WFC vs DAL
+329.9%
-9.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +1.5% | -13.9% | +15.4% | +7.5% |
| 3M | +10.9% | +1.1% | +9.8% | +9.7% |
| 6M | +8.4% | +26.2% | -17.8% | -2.8% |
| YTD | -1.9% | +16.4% | -18.3% | -9.5% |
| 1Y | +12.3% | +33.9% | -21.5% | -2.6% |
| 3Y | +132.3% | +93.4% | +38.9% | +65.9% |
| 5Y | +130.1% | +106.4% | +23.7% | +54.1% |
| 10Y | +134.4% | +143.0% | -8.6% | +35.1% |
| All | +320.4% | +329.9% | -9.5% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling