-99.9%
DFNS vs WCC
+744.8%
-844.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +1.3% |
| 7D | -16.0% | +4.5% | -20.5% | -15.4% |
| 30D | -77.7% | -5.8% | -71.9% | -78.1% |
| 3M | -77.2% | -3.7% | -73.5% | -77.9% |
| 6M | -95.2% | +23.1% | -118.2% | -94.9% |
| YTD | -98.0% | +44.2% | -142.1% | -97.8% |
| 1Y | -98.3% | +62.1% | -160.4% | -98.0% |
| 3Y | -99.9% | +121.1% | -221.0% | -99.8% |
| 5Y | -99.9% | +214.0% | -313.8% | -99.8% |
| All | -99.9% | +744.8% | -844.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling