-99.9%
DFNS vs W
-56.5%
-43.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | -16.0% | -4.2% | -11.8% | -15.9% |
| 30D | -77.7% | -7.6% | -70.1% | -77.7% |
| 3M | -77.2% | +37.2% | -114.3% | -77.0% |
| 6M | -95.2% | +26.3% | -121.5% | -95.2% |
| YTD | -98.0% | -1.0% | -97.0% | -98.0% |
| 1Y | -98.3% | +20.1% | -118.3% | -98.3% |
| 3Y | -99.9% | +37.8% | -137.7% | -99.9% |
| 5Y | -99.9% | -63.7% | -36.2% | -99.8% |
| All | -99.9% | -56.5% | -43.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling