-99.7%
DFNS vs WSM
+34.6%
-134.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -7.8% |
| 7D | -6.0% | 0.0% | -6.0% | -5.2% |
| 30D | -71.2% | +5.1% | -76.3% | -73.9% |
| 3M | -94.5% | +5.1% | -99.6% | -95.1% |
| 6M | -96.5% | +48.6% | -145.1% | -97.6% |
| YTD | -99.6% | +44.2% | -143.8% | -99.7% |
| 1Y | -99.7% | +38.1% | -137.8% | -99.8% |
| All | -99.7% | +34.6% | -134.3% | -99.8% |
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