-98.2%
DFNS vs NWSA
+1.3%
-99.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.7% |
| 7D | -3.3% | -4.8% | +1.4% | +3.7% |
| 30D | -73.1% | +3.0% | -76.1% | -75.1% |
| 3M | -71.4% | +9.3% | -80.7% | -73.6% |
| 6M | -93.8% | +23.2% | -117.0% | -94.6% |
| YTD | -98.0% | +13.3% | -111.4% | -98.2% |
| 1Y | -98.2% | +2.9% | -101.1% | -98.3% |
| All | -98.2% | +1.3% | -99.5% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling