-100.0%
DFNS vs WEC
+51.2%
-151.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.1% | -10.2% | -14.5% |
| 7D | -44.0% | -0.2% | -43.8% | -43.9% |
| 30D | -69.1% | +12.3% | -81.4% | -64.5% |
| 3M | -95.6% | +8.3% | -103.9% | -95.2% |
| 6M | -96.2% | +3.5% | -99.6% | -95.9% |
| YTD | -99.6% | +12.7% | -112.3% | -99.5% |
| 1Y | -99.7% | +8.2% | -107.9% | -99.7% |
| 3Y | -100.0% | +55.9% | -155.8% | -100.0% |
| All | -100.0% | +51.2% | -151.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling