+66.6%
WDC vs DFNS
-99.7%
+166.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.0% | +12.8% | +9.9% |
| 7D | -14.4% | -42.8% | +28.4% | -14.2% |
| 30D | -27.1% | -67.6% | +40.5% | -26.9% |
| 3M | -33.3% | -94.9% | +61.6% | -33.4% |
| 6M | -39.6% | -96.7% | +57.1% | -38.8% |
| YTD | +68.4% | -99.6% | +168.0% | +73.0% |
| All | +66.6% | -99.7% | +166.4% | +78.2% |
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