-99.9%
DFNS vs WAT
+82.7%
-182.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -16.0% | -1.3% | -14.7% | -16.1% |
| 30D | -77.7% | +2.3% | -80.0% | -77.6% |
| 3M | -77.2% | +8.7% | -85.9% | -77.0% |
| 6M | -95.2% | +28.3% | -123.5% | -95.1% |
| YTD | -98.0% | +7.8% | -105.7% | -98.0% |
| 1Y | -98.3% | +36.6% | -134.9% | -98.2% |
| 3Y | -99.9% | +45.7% | -145.6% | -99.9% |
| 5Y | -99.9% | -3.3% | -96.5% | -99.9% |
| All | -99.9% | +82.7% | -182.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling