-100.0%
DFNS vs WM
+60.4%
-160.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -2.8% |
| 7D | -42.8% | -0.5% | -42.4% | -42.9% |
| 30D | -67.6% | +13.3% | -80.9% | -61.7% |
| 3M | -94.9% | +4.4% | -99.2% | -94.4% |
| 6M | -96.7% | +10.8% | -107.6% | -96.1% |
| YTD | -99.6% | +9.1% | -108.7% | -99.5% |
| 1Y | -99.7% | +19.1% | -118.9% | -99.7% |
| 3Y | -100.0% | +45.7% | -145.6% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +60.4% | -160.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling