-99.7%
DFNS vs BBWI
-1.7%
-98.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -4.0% |
| 7D | -42.8% | -6.2% | -36.6% | -40.7% |
| 30D | -67.6% | +25.5% | -93.0% | -71.3% |
| 3M | -94.9% | +8.0% | -102.8% | -95.1% |
| 6M | -96.7% | +12.7% | -109.4% | -97.0% |
| YTD | -99.6% | +11.6% | -111.3% | -99.6% |
| All | -99.7% | -1.7% | -98.0% | -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