-100.0%
DFNS vs W
+161.9%
-261.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.5% |
| 7D | -6.0% | +0.2% | -6.1% | -6.0% |
| 30D | -71.2% | +6.8% | -78.0% | -71.2% |
| 3M | -94.5% | +10.7% | -105.2% | -94.5% |
| 6M | -96.5% | +86.3% | -182.9% | -96.4% |
| YTD | -99.6% | +11.5% | -111.1% | -99.6% |
| 1Y | -99.7% | +5.1% | -104.8% | -99.7% |
| 3Y | -100.0% | +171.0% | -271.0% | -100.0% |
| All | -100.0% | +161.9% | -261.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling