-100.0%
DFNS vs WEC
+58.3%
-158.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -2.0% |
| 7D | -42.8% | +0.2% | -43.0% | -42.5% |
| 30D | -67.6% | +12.9% | -80.5% | -63.6% |
| 3M | -94.9% | +9.8% | -104.7% | -94.3% |
| 6M | -96.7% | +6.7% | -103.5% | -96.5% |
| YTD | -99.6% | +14.0% | -113.6% | -99.6% |
| 1Y | -99.7% | +7.3% | -107.1% | -99.7% |
| 3Y | -100.0% | +63.8% | -163.8% | -100.0% |
| 5Y | -100.0% | +54.8% | -154.7% | -100.0% |
| All | -100.0% | +58.3% | -158.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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