-99.9%
DFNS vs BBWI
+43.0%
-142.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | +0.8% | +1.6% | -0.8% | +0.6% |
| 30D | -73.2% | -6.2% | -67.0% | -73.0% |
| 3M | -72.4% | +4.3% | -76.8% | -72.7% |
| 6M | -95.2% | -7.2% | -88.1% | -95.2% |
| YTD | -98.0% | -3.0% | -95.0% | -98.0% |
| 1Y | -98.3% | -30.8% | -67.5% | -98.2% |
| 3Y | -99.9% | -43.4% | -56.5% | -99.9% |
| 5Y | -99.9% | -66.7% | -33.1% | -99.9% |
| All | -99.9% | +43.0% | -142.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling