-99.6%
DFNS vs WAB
+46.5%
-146.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.1% | -19.4% | -18.1% |
| 7D | -27.7% | +4.5% | -32.2% | -27.0% |
| 30D | -58.0% | +1.1% | -59.0% | -57.9% |
| 3M | -94.0% | -1.3% | -92.7% | -94.0% |
| 6M | -94.6% | +12.7% | -107.3% | -95.0% |
| YTD | -99.4% | +38.7% | -138.1% | -99.7% |
| 1Y | -99.6% | +44.9% | -144.6% | -99.8% |
| All | -99.6% | +46.5% | -146.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling