+5.0%
WBD vs DFNS
-99.9%
+104.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | +5.0% | -73.2% | +78.2% | +4.5% |
| 3M | +6.2% | -72.4% | +78.7% | +7.0% |
| 6M | +0.6% | -95.2% | +95.8% | +0.8% |
| YTD | -2.4% | -98.0% | +95.6% | -2.5% |
| 1Y | +127.7% | -98.3% | +225.9% | +127.6% |
| 3Y | +148.4% | -99.9% | +248.3% | +168.7% |
| All | +5.0% | -99.9% | +104.8% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling