-99.9%
DFNS vs WCN
+71.9%
-171.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | -0.2% |
| 7D | -16.0% | -0.6% | -15.4% | -16.5% |
| 30D | -77.7% | +0.4% | -78.1% | -77.6% |
| 3M | -77.2% | +7.3% | -84.5% | -75.7% |
| 6M | -95.2% | -2.5% | -92.7% | -95.1% |
| YTD | -98.0% | -5.4% | -92.6% | -98.0% |
| 1Y | -98.3% | -8.5% | -89.8% | -98.3% |
| 3Y | -99.9% | +20.8% | -120.7% | -99.9% |
| 5Y | -99.9% | +30.0% | -129.9% | -99.8% |
| All | -99.9% | +71.9% | -171.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling