-100.0%
DFNS vs SW
+76.2%
-176.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.5% | -18.1% | -19.8% |
| 7D | -37.4% | +4.7% | -42.1% | -37.1% |
| 30D | -65.8% | +5.0% | -70.8% | -65.6% |
| 3M | -95.0% | -7.3% | -87.7% | -95.0% |
| 6M | -95.8% | +15.0% | -110.8% | -95.7% |
| YTD | -99.5% | +18.5% | -118.1% | -99.5% |
| 1Y | -99.7% | +27.1% | -126.9% | -99.7% |
| 3Y | -100.0% | +49.3% | -149.3% | -100.0% |
| 5Y | -100.0% | -1.6% | -98.3% | -100.0% |
| All | -100.0% | +76.2% | -176.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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