-99.9%
DFNS vs WEC
+44.6%
-144.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | +0.2% |
| 7D | +0.8% | +0.8% | 0.0% | +1.4% |
| 30D | -73.2% | +0.3% | -73.6% | -72.9% |
| 3M | -72.4% | -2.9% | -69.5% | -72.6% |
| 6M | -95.2% | -5.9% | -89.3% | -95.3% |
| YTD | -98.0% | +4.1% | -102.1% | -97.9% |
| 1Y | -98.3% | +3.1% | -101.4% | -98.2% |
| 3Y | -99.9% | +40.8% | -140.6% | -99.9% |
| 5Y | -99.9% | +31.7% | -131.6% | -99.8% |
| All | -99.9% | +44.6% | -144.5% | -99.8% |
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