-99.9%
DFNS vs WSM
+239.4%
-339.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.8% | +2.6% | -1.8% | -0.1% |
| 30D | -73.2% | -9.5% | -63.7% | -72.3% |
| 3M | -72.4% | +12.9% | -85.3% | -72.5% |
| 6M | -95.2% | +23.0% | -118.3% | -95.3% |
| YTD | -98.0% | +28.9% | -126.9% | -98.0% |
| 1Y | -98.3% | +13.7% | -111.9% | -98.3% |
| 3Y | -99.9% | +232.6% | -332.5% | -99.9% |
| All | -99.9% | +239.4% | -339.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling