+46.6%
WBD vs DFNS
-99.9%
+146.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -87.3% | +101.1% | +13.3% |
| 7D | +13.8% | -87.3% | +101.1% | +13.3% |
| 30D | +13.8% | -87.3% | +101.1% | +13.3% |
| 3M | +13.8% | -87.3% | +101.1% | +13.3% |
| 6M | +13.3% | -92.0% | +105.3% | +12.7% |
| YTD | +7.4% | -98.7% | +106.0% | +6.2% |
| 1Y | +63.0% | -99.4% | +162.4% | +60.8% |
| 3Y | +206.7% | -99.9% | +306.7% | +227.4% |
| 5Y | +18.4% | -99.9% | +118.3% | +28.5% |
| All | +46.6% | -99.9% | +146.5% | +62.0% |
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