+159.5%
WMT vs DFNS
-99.9%
+259.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -2.5% | -3.3% | +0.9% | -2.5% |
| 30D | -6.4% | -73.1% | +66.7% | -6.5% |
| 3M | -12.1% | -71.4% | +59.3% | -12.2% |
| 6M | -15.0% | -93.8% | +78.9% | -15.1% |
| YTD | -4.5% | -98.0% | +93.6% | -4.7% |
| 1Y | +6.2% | -98.2% | +104.3% | +5.9% |
| 3Y | +99.9% | -99.9% | +199.8% | +93.2% |
| 5Y | +131.4% | -99.9% | +231.3% | +122.9% |
| All | +159.5% | -99.9% | +259.4% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling