-100.0%
DFNS vs GWW
+92.9%
-192.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.8% | +14.0% |
| 7D | -13.0% | 0.0% | -13.0% | -14.3% |
| 30D | -56.9% | +14.0% | -70.8% | -48.1% |
| 3M | -93.2% | +14.4% | -107.6% | -91.8% |
| 6M | -95.4% | +21.7% | -117.1% | -93.6% |
| YTD | -99.5% | +48.4% | -147.9% | -99.1% |
| 1Y | -99.6% | +58.4% | -158.0% | -99.2% |
| All | -100.0% | +92.9% | -192.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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