-100.0%
DFNS vs SW
-0.1%
-99.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.1% | -22.4% | -17.9% |
| 7D | -27.7% | +12.1% | -39.7% | -26.6% |
| 30D | -58.0% | +6.6% | -64.5% | -57.6% |
| 3M | -94.0% | -6.0% | -88.0% | -94.0% |
| 6M | -94.6% | +21.5% | -116.1% | -94.4% |
| YTD | -99.4% | +20.3% | -119.8% | -99.4% |
| 1Y | -99.6% | +28.1% | -127.8% | -99.6% |
| 3Y | -100.0% | +51.6% | -151.6% | -100.0% |
| 5Y | -100.0% | -0.1% | -99.8% | -100.0% |
| All | -100.0% | -0.1% | -99.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling