-99.9%
DFNS vs WMB
+416.2%
-516.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.0% | +0.5% |
| 7D | +0.8% | +0.8% | 0.0% | +1.4% |
| 30D | -73.2% | +7.7% | -80.9% | -71.9% |
| 3M | -72.4% | +6.7% | -79.2% | -70.5% |
| 6M | -95.2% | +3.6% | -98.9% | -94.9% |
| YTD | -98.0% | +28.0% | -126.0% | -97.7% |
| 1Y | -98.3% | +37.6% | -135.9% | -98.0% |
| 3Y | -99.9% | +149.0% | -248.9% | -99.9% |
| 5Y | -99.9% | +285.3% | -385.2% | -99.8% |
| All | -99.9% | +416.2% | -516.1% | -99.8% |
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