-96.2%
DFNS vs W
+67.4%
-163.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.8% | -11.1% |
| 7D | -44.0% | -3.6% | -40.4% | -42.9% |
| 30D | -69.1% | +7.0% | -76.1% | -71.4% |
| 3M | -95.6% | +7.4% | -103.0% | -96.1% |
| 6M | -96.2% | +69.3% | -165.5% | -97.3% |
| All | -96.2% | +67.4% | -163.5% | -97.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling