+163.0%
WMT vs DFNS
-99.9%
+262.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +3.9% | -16.0% | +19.9% | +3.9% |
| 30D | -4.4% | -77.7% | +73.3% | -4.4% |
| 3M | -8.8% | -77.2% | +68.4% | -8.9% |
| 6M | -15.6% | -95.2% | +79.5% | -15.8% |
| YTD | -3.2% | -98.0% | +94.7% | -3.5% |
| 1Y | +7.0% | -98.3% | +105.3% | +6.8% |
| 3Y | +105.3% | -99.9% | +205.2% | +98.4% |
| 5Y | +129.3% | -99.9% | +229.1% | +120.8% |
| All | +163.0% | -99.9% | +262.9% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling