-99.9%
DFNS vs WM
+125.3%
-225.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | -0.7% |
| 7D | -16.0% | -0.3% | -15.7% | -16.3% |
| 30D | -77.7% | -2.4% | -75.3% | -78.0% |
| 3M | -77.2% | +0.4% | -77.6% | -76.2% |
| 6M | -95.2% | -9.5% | -85.7% | -95.3% |
| YTD | -98.0% | +0.5% | -98.5% | -97.9% |
| 1Y | -98.3% | -1.1% | -97.2% | -98.2% |
| 3Y | -99.9% | +46.0% | -145.9% | -99.9% |
| 5Y | -99.9% | +51.8% | -151.7% | -99.8% |
| All | -99.9% | +125.3% | -225.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling