+132.4%
WBD vs DFNS
-90.9%
+223.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +3.1% | -7.6% | +10.7% | +3.1% |
| 30D | +34.4% | -25.3% | +59.6% | +34.3% |
| 3M | +110.6% | +26.6% | +84.0% | +111.1% |
| 6M | +153.4% | -61.1% | +214.4% | +152.9% |
| YTD | +117.4% | -83.8% | +201.2% | +116.4% |
| 1Y | +150.3% | +156.5% | -6.1% | +158.3% |
| All | +132.4% | -90.9% | +223.3% | +157.3% |
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 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