-99.9%
DFNS vs WTW
+60.9%
-160.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.1% | -4.7% |
| 7D | +4.6% | -7.1% | +11.8% | +4.5% |
| 30D | -73.9% | -8.5% | -65.3% | -73.9% |
| 3M | -71.7% | +20.6% | -92.3% | -67.5% |
| 6M | -94.6% | +7.2% | -101.8% | -94.4% |
| YTD | -98.1% | -3.9% | -94.2% | -98.2% |
| 1Y | -98.3% | -3.6% | -94.7% | -98.4% |
| All | -99.9% | +60.9% | -160.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling