-99.6%
DFNS vs WM
+21.9%
-121.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.6% | -20.0% | -14.6% |
| 7D | -27.7% | +5.9% | -33.6% | -16.4% |
| 30D | -58.0% | +15.4% | -73.4% | -39.0% |
| 3M | -94.0% | +6.3% | -100.3% | -92.9% |
| 6M | -94.6% | +5.6% | -100.2% | -93.7% |
| YTD | -99.4% | +9.9% | -109.4% | -99.3% |
| 1Y | -99.6% | +20.8% | -120.5% | -99.5% |
| All | -99.6% | +21.9% | -121.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling