+141.0%
WBD vs DFNS
-99.9%
+240.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.8% |
| 7D | -1.7% | +4.6% | -6.3% | -1.7% |
| 30D | +3.9% | -73.9% | +77.8% | +3.4% |
| 3M | +5.1% | -71.7% | +76.8% | +5.9% |
| 6M | +0.6% | -94.6% | +95.2% | +0.8% |
| YTD | -3.2% | -98.1% | +94.9% | -3.3% |
| 1Y | +127.7% | -98.3% | +226.0% | +127.5% |
| All | +141.0% | -99.9% | +240.9% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling