+1,313.3%
WDC vs DFNS
-99.9%
+1,413.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.9% |
| 7D | +1.7% | -16.0% | +17.7% | +1.7% |
| 30D | -10.0% | -77.7% | +67.7% | -10.1% |
| 3M | -18.8% | -77.2% | +58.4% | -18.5% |
| 6M | +79.0% | -95.2% | +174.2% | +79.4% |
| YTD | +171.6% | -98.0% | +269.5% | +172.0% |
| 1Y | +417.4% | -98.3% | +515.6% | +418.5% |
| 3Y | +1,251.8% | -99.9% | +1,351.7% | +1,231.4% |
| 5Y | +911.7% | -99.9% | +1,011.6% | +949.1% |
| All | +1,313.3% | -99.9% | +1,413.1% | +1,397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling