-100.0%
DFNS vs WST
-0.1%
-99.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.9% | -14.1% | -12.6% |
| 7D | -44.0% | -3.1% | -40.9% | -43.6% |
| 30D | -69.1% | +9.1% | -78.2% | -69.6% |
| 3M | -95.6% | +14.7% | -110.3% | -95.7% |
| 6M | -96.2% | +28.0% | -124.2% | -96.3% |
| YTD | -99.6% | +45.6% | -145.3% | -99.6% |
| 1Y | -99.7% | +45.7% | -145.4% | -99.8% |
| 3Y | -100.0% | +21.1% | -121.1% | -100.0% |
| All | -100.0% | -0.1% | -99.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling