-2.3%
WMT vs DFNS
-96.6%
+94.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.5% |
| 7D | +2.0% | -6.0% | +8.0% | +2.0% |
| 30D | +10.3% | -71.2% | +81.5% | +10.5% |
| 3M | +11.0% | -94.5% | +105.5% | +11.7% |
| 6M | -2.3% | -96.5% | +94.2% | -9.9% |
| All | -2.3% | -96.6% | +94.2% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling