+168.5%
WMT vs DAL
+101.3%
+67.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.9% |
| 7D | +1.6% | +8.8% | -7.2% | +0.8% |
| 30D | +16.1% | +5.4% | +10.7% | +15.4% |
| 3M | +12.3% | -4.9% | +17.2% | +12.7% |
| 6M | -3.1% | +19.8% | -22.9% | -5.0% |
| YTD | +13.4% | +27.0% | -13.6% | +10.1% |
| 1Y | +24.5% | +52.5% | -28.0% | +18.5% |
| 3Y | +135.7% | +173.8% | -38.2% | +108.6% |
| All | +168.5% | +101.3% | +67.2% | +141.7% |
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