-99.7%
DFNS vs BBWI
+0.1%
-99.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -6.3% |
| 7D | -6.0% | +0.1% | -6.1% | -5.8% |
| 30D | -71.2% | +12.9% | -84.1% | -73.0% |
| 3M | -94.5% | +16.0% | -110.5% | -95.0% |
| 6M | -96.5% | +16.6% | -113.2% | -96.9% |
| YTD | -99.6% | +9.7% | -109.4% | -99.6% |
| 1Y | -99.7% | +1.5% | -101.2% | -99.7% |
| All | -99.7% | +0.1% | -99.8% | -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