-100.0%
DFNS vs WM
+145.3%
-245.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.3% | +12.5% | +13.2% |
| 7D | -37.0% | +1.2% | -38.1% | -36.0% |
| 30D | -63.4% | +13.7% | -77.1% | -57.8% |
| 3M | -94.1% | +5.2% | -99.3% | -93.6% |
| 6M | -96.3% | +11.2% | -107.5% | -95.7% |
| YTD | -99.6% | +9.4% | -109.0% | -99.5% |
| 1Y | -99.7% | +20.4% | -120.1% | -99.6% |
| 3Y | -100.0% | +44.7% | -144.7% | -100.0% |
| 5Y | -100.0% | +58.5% | -158.4% | -100.0% |
| All | -100.0% | +145.3% | -245.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling