-99.9%
DFNS vs WTW
+62.7%
-162.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -6.3% | -5.7% | -0.6% | -6.3% |
| 30D | -74.0% | -7.3% | -66.7% | -74.0% |
| 3M | -70.1% | +21.5% | -91.6% | -68.2% |
| 6M | -93.9% | +9.6% | -103.5% | -93.7% |
| YTD | -98.1% | -3.3% | -94.8% | -98.1% |
| 1Y | -98.3% | -6.1% | -92.2% | -98.3% |
| 3Y | -99.9% | +61.8% | -161.7% | -99.9% |
| 5Y | -99.9% | +42.7% | -142.5% | -99.9% |
| All | -99.9% | +62.7% | -162.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling