-99.9%
DFNS vs WCC
+229.6%
-329.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.2% |
| 7D | +0.8% | +8.5% | -7.7% | +2.6% |
| 30D | -73.2% | -1.0% | -72.2% | -73.5% |
| 3M | -72.4% | +2.1% | -74.6% | -73.1% |
| 6M | -95.2% | +36.8% | -132.0% | -94.7% |
| YTD | -98.0% | +47.7% | -145.7% | -97.7% |
| 1Y | -98.3% | +66.5% | -164.8% | -97.9% |
| 3Y | -99.9% | +134.2% | -234.0% | -99.8% |
| 5Y | -99.9% | +231.6% | -331.5% | -99.8% |
| All | -99.9% | +229.6% | -329.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling