-98.3%
DFNS vs WCN
-8.7%
-89.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -5.1% |
| 7D | +4.6% | -1.7% | +6.4% | +3.9% |
| 30D | -73.9% | -3.0% | -70.9% | -74.2% |
| 3M | -71.7% | +2.5% | -74.3% | -71.9% |
| 6M | -94.6% | -5.7% | -88.9% | -94.4% |
| YTD | -98.1% | -7.4% | -90.6% | -98.1% |
| 1Y | -98.3% | -8.6% | -89.7% | -98.1% |
| All | -98.3% | -8.7% | -89.6% | -98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling