+423.4%
WMT vs DAL
+128.9%
+294.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | +0.1% | +3.4% | -3.3% | -0.1% |
| 30D | -5.0% | -13.6% | +8.6% | -4.0% |
| 3M | -11.3% | +1.2% | -12.5% | -11.5% |
| 6M | -13.8% | +34.5% | -48.3% | -15.9% |
| YTD | -4.2% | +14.7% | -18.9% | -5.6% |
| 1Y | +4.6% | +29.2% | -24.7% | +2.0% |
| 3Y | +100.5% | +100.0% | +0.5% | +87.4% |
| 5Y | +129.7% | +106.3% | +23.4% | +112.4% |
| 10Y | +423.4% | +126.4% | +297.0% | +373.6% |
| All | +423.4% | +128.9% | +294.5% | +373.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling