-99.9%
DFNS vs WPM
+222.4%
-322.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.6% |
| 7D | +4.6% | +3.9% | +0.8% | +4.6% |
| 30D | -73.9% | +17.7% | -91.6% | -73.9% |
| 3M | -71.7% | +39.4% | -111.1% | -72.1% |
| 6M | -94.6% | +6.4% | -101.0% | -94.8% |
| YTD | -98.1% | +34.0% | -132.1% | -98.1% |
| 1Y | -98.3% | +50.5% | -148.8% | -98.3% |
| 3Y | -99.9% | +280.3% | -380.2% | -99.8% |
| 5Y | -99.9% | +266.3% | -366.2% | -99.8% |
| All | -99.9% | +222.4% | -322.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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