-99.9%
DFNS vs WPM
+279.1%
-379.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.8% | +7.0% | -6.2% | +0.6% |
| 30D | -73.2% | +15.7% | -89.0% | -73.3% |
| 3M | -72.4% | +35.2% | -107.7% | -73.2% |
| 6M | -95.2% | +6.1% | -101.3% | -95.7% |
| YTD | -98.0% | +32.6% | -130.6% | -97.9% |
| 1Y | -98.3% | +46.9% | -145.2% | -98.1% |
| 3Y | -99.9% | +276.3% | -376.2% | -99.6% |
| All | -99.9% | +279.1% | -379.0% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling