-100.0%
DFNS vs WSM
+593.9%
-693.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.8% |
| 7D | -6.0% | 0.0% | -6.0% | -5.8% |
| 30D | -71.2% | +5.1% | -76.3% | -71.4% |
| 3M | -94.5% | +5.1% | -99.6% | -94.6% |
| 6M | -96.5% | +48.6% | -145.1% | -96.6% |
| YTD | -99.6% | +44.2% | -143.8% | -99.6% |
| 1Y | -99.7% | +38.1% | -137.8% | -99.7% |
| 3Y | -100.0% | +257.2% | -357.2% | -100.0% |
| 5Y | -100.0% | +165.1% | -265.1% | -100.0% |
| All | -100.0% | +593.9% | -693.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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