-98.3%
DFNS vs WST
+37.6%
-135.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.4% |
| 7D | -16.0% | +0.7% | -16.7% | -16.6% |
| 30D | -77.7% | -3.1% | -74.5% | -77.2% |
| 3M | -77.2% | +7.2% | -84.4% | -78.2% |
| 6M | -95.2% | +36.8% | -132.0% | -96.1% |
| YTD | -98.0% | +23.8% | -121.8% | -98.2% |
| 1Y | -98.3% | +37.8% | -136.0% | -98.7% |
| All | -98.3% | +37.6% | -135.8% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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