-100.0%
DFNS vs NWSA
+119.2%
-219.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.7% | -8.2% | -5.4% |
| 7D | -6.0% | +2.2% | -8.2% | -5.9% |
| 30D | -71.2% | -8.8% | -62.4% | -71.2% |
| 3M | -94.5% | -6.5% | -88.0% | -94.5% |
| 6M | -96.5% | +1.5% | -98.0% | -96.5% |
| YTD | -99.6% | +4.0% | -103.7% | -99.6% |
| 1Y | -99.7% | +3.4% | -103.1% | -99.7% |
| 3Y | -100.0% | +34.8% | -134.8% | -100.0% |
| 5Y | -100.0% | +18.4% | -118.3% | -100.0% |
| All | -100.0% | +119.2% | -219.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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