-100.0%
DFNS vs WAT
+74.7%
-174.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.0% | -13.2% | -12.1% |
| 7D | -44.0% | -1.1% | -42.9% | -44.1% |
| 30D | -69.1% | +5.0% | -74.1% | -68.9% |
| 3M | -95.6% | +14.5% | -110.1% | -95.5% |
| 6M | -96.2% | +30.9% | -127.1% | -96.0% |
| YTD | -99.6% | +20.5% | -120.1% | -99.6% |
| 1Y | -99.7% | +23.3% | -123.0% | -99.7% |
| 3Y | -100.0% | +81.5% | -181.5% | -100.0% |
| All | -100.0% | +74.7% | -174.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling