+294.6%
WFC vs DAL
+368.9%
-74.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.3% |
| 7D | +1.2% | +8.8% | -7.6% | -2.2% |
| 30D | +5.2% | +5.4% | -0.2% | +2.8% |
| 3M | -3.0% | -4.9% | +1.9% | -1.6% |
| 6M | +6.2% | +19.8% | -13.6% | -2.5% |
| YTD | -7.9% | +27.0% | -34.9% | -18.2% |
| 1Y | +0.3% | +52.5% | -52.2% | -17.4% |
| 3Y | +117.7% | +173.8% | -56.1% | +35.0% |
| 5Y | +88.4% | +104.5% | -16.2% | +26.9% |
| 10Y | +147.3% | +129.7% | +17.5% | +45.3% |
| All | +294.6% | +368.9% | -74.4% | -6.4% |
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