-99.6%
DFNS vs WMB
+22.7%
-122.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.4% | -12.0% | -29.4% |
| 7D | -27.7% | -8.6% | -19.0% | -41.0% |
| 30D | -58.0% | -4.2% | -53.8% | -61.2% |
| 3M | -94.0% | -4.4% | -89.6% | -94.6% |
| 6M | -94.6% | -8.7% | -85.9% | -94.8% |
| YTD | -99.4% | +15.4% | -114.8% | -99.6% |
| 1Y | -99.6% | +23.7% | -123.4% | -99.7% |
| All | -99.6% | +22.7% | -122.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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