-99.6%
DFNS vs W
+21.5%
-121.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +11.0% | -29.3% | -24.3% |
| 7D | -27.7% | +8.4% | -36.0% | -32.2% |
| 30D | -58.0% | +16.5% | -74.5% | -62.3% |
| 3M | -94.0% | +6.4% | -100.4% | -94.4% |
| 6M | -94.6% | +90.5% | -185.1% | -96.2% |
| YTD | -99.4% | +23.1% | -122.5% | -99.5% |
| 1Y | -99.6% | +24.3% | -123.9% | -99.7% |
| All | -99.6% | +21.5% | -121.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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