-99.9%
DFNS vs WMB
+404.8%
-504.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.7% |
| 7D | -16.0% | +0.6% | -16.6% | -15.6% |
| 30D | -77.7% | +3.3% | -81.0% | -77.2% |
| 3M | -77.2% | +3.1% | -80.3% | -75.9% |
| 6M | -95.2% | -0.7% | -94.5% | -95.0% |
| YTD | -98.0% | +25.2% | -123.1% | -97.7% |
| 1Y | -98.3% | +32.9% | -131.1% | -98.0% |
| 3Y | -99.9% | +140.6% | -240.4% | -99.9% |
| 5Y | -99.9% | +273.5% | -373.3% | -99.8% |
| All | -99.9% | +404.8% | -504.6% | -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 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