-98.3%
DFNS vs WAT
+30.7%
-129.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | +4.6% | -1.8% | +6.4% | +5.5% |
| 30D | -73.9% | -1.7% | -72.2% | -73.6% |
| 3M | -71.7% | +9.1% | -80.8% | -72.9% |
| 6M | -94.6% | +32.4% | -127.0% | -95.2% |
| YTD | -98.1% | +6.6% | -104.7% | -98.2% |
| 1Y | -98.3% | +34.7% | -133.0% | -98.9% |
| All | -98.3% | +30.7% | -129.0% | -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