+32.8%
WBD vs DFNS
-99.9%
+132.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.6% |
| 7D | -0.7% | -6.3% | +5.6% | -0.8% |
| 30D | +1.4% | -74.0% | +75.4% | +1.0% |
| 3M | +4.4% | -70.1% | +74.5% | +5.2% |
| 6M | +0.8% | -93.9% | +94.7% | +1.1% |
| YTD | -2.7% | -98.1% | +95.4% | -2.8% |
| 1Y | +73.4% | -98.3% | +171.7% | +73.3% |
| 3Y | +142.1% | -99.9% | +242.0% | +161.6% |
| 5Y | +7.2% | -99.9% | +107.1% | +17.6% |
| All | +32.8% | -99.9% | +132.7% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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