-99.9%
DFNS vs SW
+19.6%
-119.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.9% |
| 7D | -16.0% | -5.1% | -10.9% | -17.1% |
| 30D | -77.7% | -4.6% | -73.1% | -78.0% |
| 3M | -77.2% | +9.4% | -86.6% | -76.6% |
| 6M | -95.2% | +3.5% | -98.7% | -95.2% |
| YTD | -98.0% | +22.0% | -120.0% | -97.8% |
| 1Y | -98.3% | +2.2% | -100.5% | -98.3% |
| All | -99.9% | +19.6% | -119.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling