-99.7%
DFNS vs BWA
+15.7%
-115.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.4% | -8.4% | -5.2% |
| 7D | -42.8% | -0.6% | -42.2% | -42.4% |
| 30D | -67.6% | -16.1% | -51.5% | -65.4% |
| 3M | -94.9% | -24.6% | -70.2% | -94.2% |
| 6M | -96.7% | -15.7% | -81.0% | -96.3% |
| YTD | -99.6% | +15.1% | -114.7% | -99.6% |
| All | -99.7% | +15.7% | -115.4% | -99.8% |
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