-99.9%
DFNS vs WTW
+42.3%
-142.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | -3.3% | -7.8% | +4.5% | -3.3% |
| 30D | -73.1% | -7.9% | -65.2% | -73.1% |
| 3M | -71.4% | +19.9% | -91.3% | -69.1% |
| 6M | -93.8% | +9.8% | -103.7% | -93.6% |
| YTD | -98.0% | -3.3% | -94.7% | -98.1% |
| 1Y | -98.2% | -3.3% | -94.9% | -98.2% |
| 3Y | -99.9% | +61.5% | -161.4% | -99.9% |
| 5Y | -99.9% | +42.6% | -142.4% | -99.9% |
| All | -99.9% | +42.3% | -142.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling