+1,358.6%
WDC vs DFNS
-99.9%
+1,458.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +1.0% |
| 7D | +7.5% | +4.6% | +2.8% | +7.5% |
| 30D | +10.1% | -73.9% | +83.9% | +10.0% |
| 3M | -6.8% | -71.7% | +64.9% | -6.5% |
| 6M | +84.1% | -94.6% | +178.7% | +84.5% |
| YTD | +180.3% | -98.1% | +278.3% | +180.7% |
| 1Y | +411.1% | -98.3% | +509.4% | +412.2% |
| 3Y | +1,375.0% | -99.9% | +1,474.9% | +1,351.5% |
| 5Y | +991.6% | -99.9% | +1,091.4% | +1,030.1% |
| All | +1,358.6% | -99.9% | +1,458.4% | +1,445.3% |
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 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