-99.6%
DFNS vs BBWI
+2.4%
-102.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.1% | -22.5% | -20.5% |
| 7D | -27.7% | +8.8% | -36.4% | -31.6% |
| 30D | -58.0% | +34.8% | -92.8% | -64.7% |
| 3M | -94.0% | +12.9% | -106.9% | -94.5% |
| 6M | -94.6% | +29.6% | -124.2% | -95.4% |
| YTD | -99.4% | +20.8% | -120.2% | -99.5% |
| 1Y | -99.6% | +4.1% | -103.7% | -99.7% |
| All | -99.6% | +2.4% | -102.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling