-99.4%
DFNS vs WETO
-99.4%
0.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.1% | +0.5% | -5.7% |
| 7D | +4.6% | -38.7% | +43.3% | -4.4% |
| 30D | -73.9% | -51.3% | -22.6% | -66.4% |
| 3M | -71.7% | -97.8% | +26.1% | -7.5% |
| 6M | -94.6% | -94.8% | +0.2% | -81.4% |
| YTD | -98.1% | -97.2% | -0.9% | -93.5% |
| 1Y | -98.3% | -98.9% | +0.6% | -94.5% |
| All | -99.4% | -99.4% | 0.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling