-99.7%
DFNS vs SW
+25.8%
-125.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.5% | -18.1% | -18.9% |
| 7D | -37.4% | +4.7% | -42.1% | -39.1% |
| 30D | -65.8% | +5.0% | -70.8% | -66.9% |
| 3M | -95.0% | -7.3% | -87.7% | -94.8% |
| 6M | -95.8% | +15.0% | -110.8% | -95.9% |
| YTD | -99.5% | +18.5% | -118.1% | -99.6% |
| 1Y | -99.7% | +27.1% | -126.9% | -99.8% |
| All | -99.7% | +25.8% | -125.5% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling