-100.0%
DFNS vs WAT
+112.7%
-212.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -2.7% |
| 7D | -42.8% | +6.0% | -48.9% | -42.6% |
| 30D | -67.6% | +9.9% | -77.5% | -67.4% |
| 3M | -94.9% | +17.2% | -112.0% | -94.8% |
| 6M | -96.7% | +34.2% | -131.0% | -96.7% |
| YTD | -99.6% | +25.5% | -125.1% | -99.6% |
| 1Y | -99.7% | +28.3% | -128.0% | -99.7% |
| 3Y | -100.0% | +88.4% | -188.3% | -100.0% |
| 5Y | -100.0% | +36.1% | -136.1% | -100.0% |
| All | -100.0% | +112.7% | -212.7% | -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 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