-98.2%
DFNS vs WPM
+44.1%
-142.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +4.1% |
| 7D | -3.3% | -3.6% | +0.3% | -1.0% |
| 30D | -73.1% | +12.5% | -85.6% | -75.8% |
| 3M | -71.4% | +40.6% | -112.0% | -77.4% |
| 6M | -93.8% | +0.5% | -94.4% | -94.4% |
| YTD | -98.0% | +29.0% | -127.1% | -98.6% |
| 1Y | -98.2% | +43.8% | -142.0% | -98.7% |
| All | -98.2% | +44.1% | -142.2% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling