-100.0%
DFNS vs WMB
+376.2%
-476.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.8% | -20.1% | -19.0% |
| 7D | -12.7% | +8.1% | -20.7% | -9.3% |
| 30D | -65.2% | -6.9% | -58.3% | -66.8% |
| 3M | -94.6% | -5.1% | -89.5% | -94.7% |
| 6M | -96.2% | -5.7% | -90.5% | -96.2% |
| YTD | -99.6% | +18.1% | -117.7% | -99.6% |
| 1Y | -99.7% | +18.4% | -118.1% | -99.7% |
| 3Y | -100.0% | +122.7% | -222.7% | -100.0% |
| 5Y | -100.0% | +202.0% | -302.0% | -100.0% |
| All | -100.0% | +376.2% | -476.1% | -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