-95.2%
DFNS vs SW
+4.3%
-99.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.2% |
| 7D | -16.0% | -5.1% | -10.9% | -13.1% |
| 30D | -77.7% | -4.6% | -73.1% | -76.9% |
| 3M | -77.2% | +9.4% | -86.6% | -76.5% |
| 6M | -95.2% | +3.5% | -98.7% | -95.1% |
| All | -95.2% | +4.3% | -99.5% | -95.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling