-99.9%
DFNS vs WAB
+386.4%
-486.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.9% |
| 7D | -16.0% | -3.2% | -12.8% | -17.4% |
| 30D | -77.7% | -4.4% | -73.3% | -78.2% |
| 3M | -77.2% | +7.9% | -85.0% | -76.2% |
| 6M | -95.2% | +8.7% | -103.9% | -94.9% |
| YTD | -98.0% | +33.0% | -130.9% | -97.7% |
| 1Y | -98.3% | +46.7% | -144.9% | -97.9% |
| 3Y | -99.9% | +153.0% | -252.9% | -99.9% |
| 5Y | -99.9% | +222.3% | -322.1% | -99.8% |
| All | -99.9% | +386.4% | -486.2% | -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 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