-99.6%
DFNS vs BWA
+17.4%
-117.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.5% | -15.8% | -17.3% |
| 7D | -27.7% | -9.9% | -17.8% | -24.6% |
| 30D | -58.0% | -16.4% | -41.6% | -55.1% |
| 3M | -94.0% | -19.8% | -74.1% | -93.3% |
| 6M | -94.6% | -10.0% | -84.6% | -94.0% |
| YTD | -99.4% | +12.7% | -112.2% | -99.5% |
| 1Y | -99.6% | +15.7% | -115.3% | -99.7% |
| All | -99.6% | +17.4% | -117.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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