-99.9%
DFNS vs WELL
+468.8%
-568.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.6% |
| 7D | +0.8% | -1.3% | +2.1% | +0.1% |
| 30D | -73.2% | +0.5% | -73.7% | -73.1% |
| 3M | -72.4% | +19.1% | -91.5% | -70.7% |
| 6M | -95.2% | +17.0% | -112.2% | -94.9% |
| YTD | -98.0% | +29.2% | -127.2% | -97.8% |
| 1Y | -98.3% | +42.1% | -140.4% | -98.0% |
| 3Y | -99.9% | +204.5% | -304.4% | -99.8% |
| 5Y | -99.9% | +211.0% | -310.8% | -99.8% |
| All | -99.9% | +468.8% | -568.7% | -99.8% |
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