-96.2%
DFNS vs WSM
+44.5%
-140.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.5% | -14.9% | -9.6% |
| 7D | -12.7% | -3.2% | -9.5% | -4.8% |
| 30D | -65.2% | +4.6% | -69.9% | -70.4% |
| 3M | -94.6% | +2.4% | -97.0% | -95.1% |
| 6M | -96.2% | +43.7% | -139.9% | -97.1% |
| All | -96.2% | +44.5% | -140.7% | -97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling