-98.3%
DFNS vs BBWI
-34.3%
-64.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | -1.0% |
| 7D | -16.0% | +1.5% | -17.5% | -16.4% |
| 30D | -77.7% | -5.2% | -72.5% | -77.2% |
| 3M | -77.2% | +11.1% | -88.3% | -78.6% |
| 6M | -95.2% | -13.4% | -81.8% | -95.0% |
| YTD | -98.0% | +0.1% | -98.1% | -98.0% |
| 1Y | -98.3% | -36.1% | -62.1% | -98.3% |
| All | -98.3% | -34.3% | -64.0% | -98.3% |
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