-99.9%
DFNS vs WSM
+519.6%
-619.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +4.6% | +2.6% | +2.0% | +4.2% |
| 30D | -73.9% | -9.3% | -64.6% | -73.5% |
| 3M | -71.7% | +7.1% | -78.8% | -71.6% |
| 6M | -94.6% | +21.7% | -116.3% | -94.6% |
| YTD | -98.1% | +28.7% | -126.8% | -98.1% |
| 1Y | -98.3% | +13.9% | -112.2% | -98.3% |
| 3Y | -99.9% | +232.2% | -332.0% | -99.9% |
| 5Y | -99.9% | +176.4% | -276.3% | -99.9% |
| All | -99.9% | +519.6% | -619.4% | -99.9% |
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