-98.3%
DFNS vs WAT
+41.4%
-139.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -16.0% | -1.3% | -14.7% | -15.4% |
| 30D | -77.7% | +2.3% | -80.0% | -77.9% |
| 3M | -77.2% | +8.7% | -85.9% | -78.0% |
| 6M | -95.2% | +28.3% | -123.5% | -95.7% |
| YTD | -98.0% | +7.8% | -105.7% | -98.1% |
| 1Y | -98.3% | +36.6% | -134.9% | -98.9% |
| All | -98.3% | +41.4% | -139.7% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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