-99.6%
DFNS vs WST
+49.3%
-149.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.7% |
| 7D | -13.0% | +1.0% | -14.0% | -13.5% |
| 30D | -56.9% | +12.3% | -69.2% | -61.5% |
| 3M | -93.2% | +17.5% | -110.7% | -94.3% |
| 6M | -95.4% | +28.2% | -123.6% | -96.4% |
| YTD | -99.5% | +50.4% | -149.9% | -99.6% |
| 1Y | -99.6% | +49.3% | -148.9% | -99.7% |
| All | -99.6% | +49.3% | -149.0% | -99.7% |
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