-98.3%
DFNS vs WTW
+3.0%
-101.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +3.4% |
| 7D | -16.0% | -2.6% | -13.4% | -12.9% |
| 30D | -77.7% | -1.0% | -76.7% | -78.4% |
| 3M | -77.2% | +29.9% | -107.1% | -78.5% |
| 6M | -95.2% | +10.7% | -105.9% | -95.6% |
| YTD | -98.0% | +2.6% | -100.5% | -98.1% |
| 1Y | -98.3% | +2.8% | -101.0% | -98.4% |
| All | -98.3% | +3.0% | -101.3% | -98.4% |
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