-100.0%
DFNS vs WCC
+674.6%
-774.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.7% |
| 7D | -6.0% | +9.9% | -15.9% | -4.8% |
| 30D | -71.2% | -8.4% | -62.7% | -71.7% |
| 3M | -94.5% | -10.3% | -84.2% | -94.7% |
| 6M | -96.5% | -10.5% | -86.1% | -96.7% |
| YTD | -99.6% | +32.2% | -131.8% | -99.6% |
| 1Y | -99.7% | +25.5% | -125.2% | -99.7% |
| 3Y | -100.0% | +134.7% | -234.7% | -100.0% |
| 5Y | -100.0% | +139.9% | -239.9% | -100.0% |
| All | -100.0% | +674.6% | -774.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling