+27.4%
WMT vs DFNS
-99.6%
+127.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -18.3% | +21.8% | +3.5% |
| 7D | +8.8% | -27.7% | +36.4% | +8.8% |
| 30D | +22.9% | -58.0% | +80.9% | +23.1% |
| 3M | +16.1% | -94.0% | +110.1% | +16.6% |
| 6M | -0.5% | -94.6% | +94.1% | -3.4% |
| YTD | +16.7% | -99.4% | +116.1% | +12.6% |
| 1Y | +27.4% | -99.6% | +127.0% | +23.4% |
| All | +27.4% | -99.6% | +127.0% | +23.4% |
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 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