-99.9%
DFNS vs ITW
+70.0%
-169.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.1% |
| 7D | -6.3% | -0.7% | -5.6% | -6.6% |
| 30D | -74.0% | -8.3% | -65.6% | -74.8% |
| 3M | -70.1% | +6.0% | -76.2% | -68.9% |
| 6M | -93.9% | 0.0% | -93.9% | -93.8% |
| YTD | -98.1% | +10.2% | -108.3% | -98.0% |
| 1Y | -98.3% | +3.2% | -101.5% | -98.2% |
| 3Y | -99.9% | +21.0% | -120.9% | -99.9% |
| 5Y | -99.9% | +37.9% | -137.8% | -99.9% |
| All | -99.9% | +70.0% | -169.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling