-100.0%
DFNS vs WMB
+339.4%
-439.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.3% | -12.0% | -12.4% |
| 7D | -44.0% | -13.8% | -30.2% | -49.0% |
| 30D | -69.1% | -10.3% | -58.8% | -71.0% |
| 3M | -95.6% | -10.1% | -85.6% | -95.9% |
| 6M | -96.2% | -11.8% | -84.3% | -96.3% |
| YTD | -99.6% | +8.9% | -108.6% | -99.6% |
| 1Y | -99.7% | +14.0% | -113.7% | -99.7% |
| 3Y | -100.0% | +100.5% | -200.5% | -100.0% |
| 5Y | -100.0% | +179.5% | -279.5% | -100.0% |
| All | -100.0% | +339.4% | -439.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling