-100.0%
DFNS vs WELL
+195.0%
-295.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.1% | -12.5% |
| 7D | -44.0% | +4.4% | -48.4% | -39.7% |
| 30D | -69.1% | +10.8% | -79.9% | -63.3% |
| 3M | -95.6% | +4.2% | -99.8% | -95.3% |
| 6M | -96.2% | +14.0% | -110.2% | -95.3% |
| YTD | -99.6% | +33.4% | -133.0% | -99.4% |
| 1Y | -99.7% | +32.4% | -132.2% | -99.6% |
| 3Y | -100.0% | +194.7% | -294.7% | -99.8% |
| All | -100.0% | +195.0% | -295.0% | -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 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