+992.6%
WDC vs DFNS
-99.9%
+1,092.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | +6.0% | +0.8% | +5.2% | +6.0% |
| 30D | +9.9% | -73.2% | +83.2% | +9.8% |
| 3M | -9.4% | -72.4% | +63.1% | -9.1% |
| 6M | +94.7% | -95.2% | +189.9% | +95.1% |
| YTD | +177.4% | -98.0% | +275.3% | +177.9% |
| 1Y | +412.6% | -98.3% | +510.8% | +413.7% |
| 3Y | +1,359.8% | -99.9% | +1,459.6% | +1,345.4% |
| 5Y | +992.6% | -99.9% | +1,092.4% | +1,106.5% |
| All | +992.6% | -99.9% | +1,092.4% | +1,106.5% |
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