-100.0%
DFNS vs WPM
+233.8%
-333.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.1% | +17.9% | +12.7% |
| 7D | -37.0% | +16.4% | -53.3% | -37.0% |
| 30D | -63.4% | -1.5% | -61.9% | -63.2% |
| 3M | -94.1% | +2.6% | -96.6% | -94.0% |
| 6M | -96.3% | -1.3% | -95.0% | -96.5% |
| YTD | -99.6% | +16.8% | -116.3% | -99.6% |
| 1Y | -99.7% | +34.1% | -133.8% | -99.7% |
| 3Y | -100.0% | +225.1% | -325.1% | -100.0% |
| 5Y | -100.0% | +234.5% | -334.5% | -100.0% |
| All | -100.0% | +233.8% | -333.8% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling