-94.6%
DFNS vs SW
+17.5%
-112.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.1% | -22.4% | -20.5% |
| 7D | -27.7% | +12.1% | -39.7% | -33.1% |
| 30D | -58.0% | +6.6% | -64.5% | -59.8% |
| 3M | -94.0% | -6.0% | -88.0% | -93.6% |
| 6M | -94.6% | +21.5% | -116.1% | -94.5% |
| All | -94.6% | +17.5% | -112.0% | -94.5% |
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