-99.9%
DFNS vs WAB
+231.1%
-330.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.4% |
| 7D | +0.8% | +1.7% | -0.9% | +1.8% |
| 30D | -73.2% | -2.4% | -70.8% | -73.7% |
| 3M | -72.4% | +9.7% | -82.1% | -70.5% |
| 6M | -95.2% | +16.5% | -111.7% | -94.7% |
| YTD | -98.0% | +33.7% | -131.7% | -97.6% |
| 1Y | -98.3% | +49.7% | -147.9% | -97.7% |
| 3Y | -99.9% | +170.9% | -270.8% | -99.9% |
| 5Y | -99.9% | +228.0% | -327.9% | -99.8% |
| All | -99.9% | +231.1% | -330.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling