-99.9%
DFNS vs BWA
+88.6%
-188.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +0.8% | +4.3% | -3.5% | +0.3% |
| 30D | -73.2% | -2.9% | -70.3% | -73.0% |
| 3M | -72.4% | -12.4% | -60.0% | -72.0% |
| 6M | -95.2% | +28.6% | -123.8% | -95.2% |
| YTD | -98.0% | +48.2% | -146.2% | -98.0% |
| 1Y | -98.3% | +50.9% | -149.2% | -98.3% |
| 3Y | -99.9% | +72.2% | -172.0% | -99.9% |
| 5Y | -99.9% | +91.1% | -190.9% | -99.9% |
| All | -99.9% | +88.6% | -188.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling