-100.0%
DFNS vs WST
+23.3%
-123.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.7% | +12.7% |
| 7D | -13.0% | +1.1% | -14.0% | -13.1% |
| 30D | -56.9% | +12.4% | -69.3% | -58.1% |
| 3M | -93.2% | +17.6% | -110.8% | -93.5% |
| 6M | -95.4% | +28.3% | -123.7% | -95.7% |
| YTD | -99.5% | +50.5% | -150.0% | -99.6% |
| 1Y | -99.6% | +49.4% | -149.0% | -99.7% |
| All | -100.0% | +23.3% | -123.2% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling