-99.5%
DFNS vs WETO
-99.4%
-0.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -3.7% |
| 7D | -6.3% | -4.3% | -2.0% | -7.2% |
| 30D | -74.0% | -39.9% | -34.1% | -64.0% |
| 3M | -70.1% | -97.9% | +27.7% | -2.2% |
| 6M | -93.9% | -95.0% | +1.1% | -79.1% |
| YTD | -98.1% | -97.2% | -0.9% | -93.6% |
| 1Y | -98.3% | -98.9% | +0.6% | -94.5% |
| All | -99.5% | -99.4% | -0.1% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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