-99.6%
DFNS vs WTW
+8.6%
-108.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.0% | -21.3% | -22.0% |
| 7D | -27.7% | +4.9% | -32.6% | -32.5% |
| 30D | -58.0% | +17.1% | -75.1% | -66.4% |
| 3M | -94.0% | -0.3% | -93.6% | -94.3% |
| 6M | -94.6% | +30.7% | -125.2% | -95.1% |
| YTD | -99.4% | +3.7% | -103.2% | -99.5% |
| 1Y | -99.6% | +5.9% | -105.5% | -99.7% |
| All | -99.6% | +8.6% | -108.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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