-100.0%
DFNS vs WELL
+204.0%
-304.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.8% |
| 7D | -6.0% | +0.1% | -6.1% | -6.2% |
| 30D | -71.2% | +5.7% | -76.8% | -68.4% |
| 3M | -94.5% | +4.6% | -99.2% | -94.1% |
| 6M | -96.5% | +11.9% | -108.4% | -95.9% |
| YTD | -99.6% | +33.6% | -133.2% | -99.4% |
| 1Y | -99.7% | +29.8% | -129.5% | -99.6% |
| 3Y | -100.0% | +202.2% | -302.1% | -99.7% |
| All | -100.0% | +204.0% | -304.0% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling