-100.0%
DFNS vs WM
+50.2%
-150.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +1.2% | -20.8% | -17.2% |
| 7D | -37.4% | +4.5% | -41.9% | -30.4% |
| 30D | -65.8% | +16.1% | -81.9% | -52.1% |
| 3M | -95.0% | +8.0% | -103.0% | -93.9% |
| 6M | -95.8% | +8.4% | -104.2% | -94.5% |
| YTD | -99.5% | +11.2% | -110.8% | -99.4% |
| 1Y | -99.7% | +22.3% | -122.1% | -99.6% |
| All | -100.0% | +50.2% | -150.2% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling