-99.9%
DFNS vs GWW
+221.1%
-320.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -5.2% |
| 7D | +4.6% | -0.5% | +5.1% | +4.1% |
| 30D | -73.9% | -1.4% | -72.4% | -74.0% |
| 3M | -71.7% | -3.6% | -68.1% | -71.5% |
| 6M | -94.6% | +15.1% | -109.7% | -93.9% |
| YTD | -98.1% | +27.5% | -125.6% | -97.7% |
| 1Y | -98.3% | +29.6% | -127.9% | -97.9% |
| 3Y | -99.9% | +90.1% | -189.9% | -99.9% |
| 5Y | -99.9% | +222.6% | -322.5% | -99.8% |
| All | -99.9% | +221.1% | -320.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling