-99.9%
DFNS vs GWW
+320.4%
-420.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +1.1% |
| 7D | -16.0% | +1.4% | -17.4% | -15.5% |
| 30D | -77.7% | +3.3% | -81.0% | -77.1% |
| 3M | -77.2% | +2.9% | -80.1% | -76.1% |
| 6M | -95.2% | +15.8% | -111.0% | -94.6% |
| YTD | -98.0% | +32.0% | -130.0% | -97.6% |
| 1Y | -98.3% | +29.9% | -128.2% | -97.9% |
| 3Y | -99.9% | +91.1% | -191.0% | -99.9% |
| 5Y | -99.9% | +223.9% | -323.8% | -99.8% |
| All | -99.9% | +320.4% | -420.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling