-100.0%
DFNS vs WCC
+604.5%
-704.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.2% | -14.4% | -11.9% |
| 7D | -44.0% | -14.7% | -29.3% | -45.5% |
| 30D | -69.1% | -20.1% | -49.1% | -70.2% |
| 3M | -95.6% | -21.2% | -74.5% | -95.8% |
| 6M | -96.2% | -19.2% | -77.0% | -96.4% |
| YTD | -99.6% | +20.2% | -119.8% | -99.6% |
| 1Y | -99.7% | +14.5% | -114.2% | -99.7% |
| 3Y | -100.0% | +115.1% | -215.1% | -100.0% |
| 5Y | -100.0% | +121.5% | -221.5% | -100.0% |
| All | -100.0% | +604.5% | -704.5% | -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 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