-99.9%
DFNS vs WPM
+218.7%
-318.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.6% |
| 7D | -16.0% | +1.1% | -17.1% | -16.0% |
| 30D | -77.7% | +26.4% | -104.0% | -77.8% |
| 3M | -77.2% | +20.8% | -98.0% | -77.8% |
| 6M | -95.2% | +1.1% | -96.3% | -95.4% |
| YTD | -98.0% | +32.5% | -130.4% | -98.0% |
| 1Y | -98.3% | +51.5% | -149.8% | -98.2% |
| 3Y | -99.9% | +267.0% | -366.9% | -99.8% |
| 5Y | -99.9% | +250.1% | -350.0% | -99.8% |
| All | -99.9% | +218.7% | -318.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling