-99.9%
DFNS vs NWSA
+146.2%
-246.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.4% |
| 7D | -16.0% | -1.9% | -14.1% | -16.1% |
| 30D | -77.7% | +4.6% | -82.3% | -77.6% |
| 3M | -77.2% | +13.2% | -90.4% | -77.0% |
| 6M | -95.2% | +27.0% | -122.2% | -95.0% |
| YTD | -98.0% | +16.8% | -114.8% | -97.9% |
| 1Y | -98.3% | +4.5% | -102.8% | -98.3% |
| 3Y | -99.9% | +46.2% | -146.1% | -99.9% |
| 5Y | -99.9% | +40.9% | -140.8% | -99.9% |
| All | -99.9% | +146.2% | -246.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling