-100.0%
DFNS vs WMB
+355.7%
-455.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -1.1% |
| 7D | -42.8% | -6.7% | -36.2% | -45.5% |
| 30D | -67.6% | -8.6% | -59.0% | -69.2% |
| 3M | -94.9% | -4.9% | -89.9% | -95.0% |
| 6M | -96.7% | -6.3% | -90.4% | -96.8% |
| YTD | -99.6% | +13.0% | -112.6% | -99.6% |
| 1Y | -99.7% | +14.9% | -114.7% | -99.7% |
| 3Y | -100.0% | +113.4% | -213.4% | -100.0% |
| 5Y | -100.0% | +190.2% | -290.1% | -100.0% |
| All | -100.0% | +355.7% | -455.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling