-99.9%
DFNS vs WELL
+466.2%
-566.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | -0.4% |
| 7D | -16.0% | -0.8% | -15.2% | -16.3% |
| 30D | -77.7% | -0.1% | -77.6% | -77.6% |
| 3M | -77.2% | +18.0% | -95.2% | -75.8% |
| 6M | -95.2% | +15.0% | -110.2% | -94.9% |
| YTD | -98.0% | +28.6% | -126.6% | -97.8% |
| 1Y | -98.3% | +42.9% | -141.2% | -98.1% |
| 3Y | -99.9% | +203.0% | -302.9% | -99.8% |
| 5Y | -99.9% | +206.9% | -306.7% | -99.8% |
| All | -99.9% | +466.2% | -566.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling