+7.0%
WMT vs DFNS
-98.3%
+105.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +3.9% | -16.0% | +19.9% | +4.0% |
| 30D | -4.4% | -77.7% | +73.3% | -4.1% |
| 3M | -8.8% | -77.2% | +68.4% | -11.0% |
| 6M | -15.6% | -95.2% | +79.5% | -17.8% |
| YTD | -3.2% | -98.0% | +94.7% | -5.5% |
| 1Y | +7.0% | -98.3% | +105.3% | +7.4% |
| All | +7.0% | -98.3% | +105.4% | +7.4% |
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