-100.0%
DFNS vs BBWI
+64.6%
-164.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.3% |
| 7D | -42.8% | -6.2% | -36.6% | -42.2% |
| 30D | -67.6% | +25.5% | -93.0% | -68.7% |
| 3M | -94.9% | +8.0% | -102.8% | -94.9% |
| 6M | -96.7% | +12.7% | -109.4% | -96.8% |
| YTD | -99.6% | +11.6% | -111.3% | -99.6% |
| 1Y | -99.7% | -0.9% | -98.8% | -99.7% |
| 3Y | -100.0% | -22.7% | -77.3% | -100.0% |
| 5Y | -100.0% | -67.2% | -32.8% | -100.0% |
| All | -100.0% | +64.6% | -164.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling