-99.9%
DFNS vs W
-56.2%
-43.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +4.6% | +5.9% | -1.3% | +4.6% |
| 30D | -73.9% | -3.0% | -70.8% | -73.9% |
| 3M | -71.7% | +40.3% | -112.1% | -71.5% |
| 6M | -94.6% | +32.2% | -126.8% | -94.5% |
| YTD | -98.1% | -0.3% | -97.8% | -98.1% |
| 1Y | -98.3% | +16.2% | -114.5% | -98.3% |
| 3Y | -99.9% | +40.7% | -140.6% | -99.9% |
| 5Y | -99.9% | -62.3% | -37.5% | -99.9% |
| All | -99.9% | -56.2% | -43.7% | -99.9% |
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