-100.0%
DFNS vs BWA
+65.3%
-165.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.4% | -8.4% | -4.3% |
| 7D | -42.8% | -0.6% | -42.2% | -42.6% |
| 30D | -67.6% | -16.1% | -51.5% | -66.3% |
| 3M | -94.9% | -24.6% | -70.2% | -94.5% |
| 6M | -96.7% | -15.7% | -81.0% | -96.5% |
| YTD | -99.6% | +15.1% | -114.7% | -99.6% |
| 1Y | -99.7% | +15.9% | -115.6% | -99.7% |
| 3Y | -100.0% | +67.1% | -167.1% | -100.0% |
| All | -100.0% | +65.3% | -165.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling