-100.0%
DFNS vs WELL
+493.1%
-593.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -3.9% | -2.5% |
| 7D | -42.8% | +3.5% | -46.3% | -41.8% |
| 30D | -67.6% | +9.7% | -77.3% | -65.9% |
| 3M | -94.9% | +4.8% | -99.7% | -94.7% |
| 6M | -96.7% | +16.1% | -112.8% | -96.5% |
| YTD | -99.6% | +34.7% | -134.3% | -99.6% |
| 1Y | -99.7% | +31.9% | -131.7% | -99.7% |
| 3Y | -100.0% | +209.9% | -309.8% | -100.0% |
| 5Y | -100.0% | +226.5% | -326.5% | -100.0% |
| All | -100.0% | +493.1% | -593.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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