-99.9%
DFNS vs NWSA
+44.8%
-144.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -1.2% |
| 7D | +0.8% | -2.6% | +3.4% | +0.2% |
| 30D | -73.2% | +4.6% | -77.8% | -72.9% |
| 3M | -72.4% | +10.2% | -82.6% | -72.2% |
| 6M | -95.2% | +21.6% | -116.8% | -94.8% |
| YTD | -98.0% | +14.6% | -112.6% | -97.9% |
| 1Y | -98.3% | +0.4% | -98.6% | -98.6% |
| 3Y | -99.9% | +45.0% | -144.9% | -99.9% |
| All | -99.9% | +44.8% | -144.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling