-98.2%
DFNS vs WAB
+47.7%
-145.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -3.3% | -0.2% | -3.1% | -3.4% |
| 30D | -73.1% | -5.9% | -67.2% | -73.3% |
| 3M | -71.4% | +9.4% | -80.7% | -74.1% |
| 6M | -93.8% | +13.8% | -107.7% | -94.8% |
| YTD | -98.0% | +31.8% | -129.8% | -98.7% |
| 1Y | -98.2% | +48.5% | -146.7% | -98.9% |
| All | -98.2% | +47.7% | -145.9% | -98.9% |
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