-99.9%
DFNS vs WCN
+30.9%
-130.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -1.6% |
| 7D | +0.8% | -0.4% | +1.2% | +0.4% |
| 30D | -73.2% | -2.1% | -71.1% | -73.7% |
| 3M | -72.4% | +6.4% | -78.8% | -70.6% |
| 6M | -95.2% | -3.7% | -91.5% | -95.2% |
| YTD | -98.0% | -6.4% | -91.6% | -98.1% |
| 1Y | -98.3% | -7.9% | -90.3% | -98.3% |
| 3Y | -99.9% | +20.8% | -120.7% | -99.9% |
| 5Y | -99.9% | +29.0% | -128.8% | -99.8% |
| All | -99.9% | +30.9% | -130.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling