-100.0%
DFNS vs W
-51.2%
-48.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.6% | -16.8% | -19.3% |
| 7D | -12.7% | -1.7% | -11.0% | -12.6% |
| 30D | -65.2% | +3.2% | -68.4% | -65.2% |
| 3M | -94.6% | +8.3% | -102.9% | -94.6% |
| 6M | -96.2% | +84.3% | -180.5% | -96.2% |
| YTD | -99.6% | +11.0% | -110.6% | -99.6% |
| 1Y | -99.7% | -0.2% | -99.5% | -99.7% |
| 3Y | -100.0% | +157.9% | -257.9% | -100.0% |
| 5Y | -100.0% | -56.8% | -43.2% | -100.0% |
| All | -100.0% | -51.2% | -48.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling