-98.3%
DFNS vs W
+11.1%
-109.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +0.8% | +6.5% | -5.7% | -2.7% |
| 30D | -73.2% | -6.2% | -67.0% | -72.3% |
| 3M | -72.4% | +48.9% | -121.3% | -76.7% |
| 6M | -95.2% | +31.2% | -126.4% | -95.8% |
| YTD | -98.0% | -0.4% | -97.5% | -98.1% |
| 1Y | -98.3% | +14.8% | -113.1% | -98.5% |
| All | -98.3% | +11.1% | -109.3% | -98.5% |
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