-100.0%
DFNS vs WAB
+412.7%
-512.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -0.8% |
| 7D | -42.8% | +4.0% | -46.8% | -41.9% |
| 30D | -67.6% | +4.5% | -72.0% | -67.0% |
| 3M | -94.9% | +2.3% | -97.2% | -94.8% |
| 6M | -96.7% | +12.5% | -109.2% | -96.5% |
| YTD | -99.6% | +40.2% | -139.8% | -99.5% |
| 1Y | -99.7% | +45.2% | -144.9% | -99.7% |
| 3Y | -100.0% | +171.8% | -271.8% | -100.0% |
| 5Y | -100.0% | +217.6% | -317.6% | -100.0% |
| All | -100.0% | +412.7% | -512.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling