-99.9%
DFNS vs BWA
+123.4%
-223.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.3% |
| 7D | -16.0% | +5.7% | -21.7% | -16.4% |
| 30D | -77.7% | +1.4% | -79.1% | -77.6% |
| 3M | -77.2% | -12.1% | -65.1% | -76.9% |
| 6M | -95.2% | +28.6% | -123.7% | -95.2% |
| YTD | -98.0% | +51.1% | -149.1% | -98.0% |
| 1Y | -98.3% | +55.9% | -154.1% | -98.3% |
| 3Y | -99.9% | +70.1% | -170.0% | -99.9% |
| 5Y | -99.9% | +90.7% | -190.5% | -99.9% |
| All | -99.9% | +123.4% | -223.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling