-100.0%
DFNS vs W
-54.5%
-45.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.8% | -12.2% |
| 7D | -44.0% | -3.6% | -40.4% | -44.0% |
| 30D | -69.1% | +7.0% | -76.1% | -69.1% |
| 3M | -95.6% | +7.4% | -103.0% | -95.6% |
| 6M | -96.2% | +69.3% | -165.5% | -96.1% |
| YTD | -99.6% | +11.3% | -110.9% | -99.6% |
| 1Y | -99.7% | +13.2% | -113.0% | -99.7% |
| 3Y | -100.0% | +142.0% | -242.0% | -100.0% |
| All | -100.0% | -54.5% | -45.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling