-99.9%
DFNS vs WCN
+66.2%
-166.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +0.8% |
| 7D | -3.3% | -4.4% | +1.1% | -6.3% |
| 30D | -73.1% | -4.4% | -68.7% | -73.9% |
| 3M | -71.4% | +0.5% | -71.8% | -70.8% |
| 6M | -93.8% | -3.3% | -90.6% | -93.8% |
| YTD | -98.0% | -8.5% | -89.6% | -98.1% |
| 1Y | -98.2% | -8.9% | -89.2% | -98.2% |
| 3Y | -99.9% | +18.0% | -117.9% | -99.9% |
| 5Y | -99.9% | +25.0% | -124.9% | -99.9% |
| All | -99.9% | +66.2% | -166.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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