+130.8%
WMT vs DFNS
-99.9%
+230.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.2% |
| 7D | -0.2% | +4.6% | -4.9% | -0.2% |
| 30D | -5.8% | -73.9% | +68.0% | -5.9% |
| 3M | -10.8% | -71.7% | +60.9% | -10.8% |
| 6M | -14.3% | -94.6% | +80.2% | -14.5% |
| YTD | -4.4% | -98.1% | +93.7% | -4.6% |
| 1Y | +4.3% | -98.3% | +102.6% | +4.1% |
| 3Y | +100.1% | -99.9% | +199.9% | +93.2% |
| 5Y | +130.8% | -99.9% | +230.7% | +110.9% |
| All | +130.8% | -99.9% | +230.7% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling