-99.9%
DFNS vs NWSA
+40.1%
-139.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.7% |
| 7D | +4.6% | -3.1% | +7.7% | +4.3% |
| 30D | -73.9% | +4.3% | -78.2% | -73.7% |
| 3M | -71.7% | +9.2% | -80.9% | -71.6% |
| 6M | -94.6% | +21.6% | -116.2% | -94.4% |
| YTD | -98.1% | +14.2% | -112.3% | -98.0% |
| 1Y | -98.3% | +1.8% | -100.1% | -98.4% |
| 3Y | -99.9% | +44.4% | -144.3% | -99.9% |
| 5Y | -99.9% | +41.0% | -140.8% | -99.9% |
| All | -99.9% | +40.1% | -139.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling