-98.2%
DFNS vs WSM
+12.3%
-110.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +4.3% |
| 7D | -3.3% | +0.4% | -3.8% | -4.2% |
| 30D | -73.1% | -10.7% | -62.4% | -67.6% |
| 3M | -71.4% | +8.5% | -79.9% | -70.9% |
| 6M | -93.8% | +19.6% | -113.5% | -94.3% |
| YTD | -98.0% | +26.6% | -124.6% | -98.3% |
| 1Y | -98.2% | +12.0% | -110.1% | -98.2% |
| All | -98.2% | +12.3% | -110.4% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling