+99.8%
WMT vs DFNS
-99.9%
+199.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | -5.0% | -73.2% | +68.3% | -5.0% |
| 3M | -11.3% | -72.4% | +61.2% | -11.3% |
| 6M | -13.8% | -95.2% | +81.4% | -14.0% |
| YTD | -4.2% | -98.0% | +93.8% | -4.4% |
| 1Y | +4.6% | -98.3% | +102.8% | +4.3% |
| All | +99.8% | -99.9% | +199.7% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling