+113.2%
WDC vs DFNS
-99.6%
+212.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -18.3% | +11.6% | -6.7% |
| 7D | -18.3% | -27.7% | +9.4% | -18.3% |
| 30D | -26.7% | -58.0% | +31.3% | -26.6% |
| 3M | -40.9% | -94.0% | +53.0% | -41.2% |
| 6M | -26.8% | -94.6% | +67.8% | -24.8% |
| YTD | +88.2% | -99.4% | +187.6% | +99.7% |
| 1Y | +113.2% | -99.6% | +212.8% | +135.8% |
| All | +113.2% | -99.6% | +212.8% | +135.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling