-100.0%
DFNS vs WM
+144.1%
-244.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.1% | -10.2% | -14.4% |
| 7D | -44.0% | +1.2% | -45.2% | -43.0% |
| 30D | -69.1% | +13.1% | -82.2% | -64.6% |
| 3M | -95.6% | +3.6% | -99.3% | -95.4% |
| 6M | -96.2% | +8.1% | -104.2% | -95.6% |
| YTD | -99.6% | +8.9% | -108.5% | -99.5% |
| 1Y | -99.7% | +20.3% | -120.1% | -99.7% |
| 3Y | -100.0% | +46.2% | -146.1% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +144.1% | -244.1% | -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