-99.9%
DFNS vs WTW
+67.8%
-167.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.8% |
| 7D | +0.8% | -2.7% | +3.5% | +0.8% |
| 30D | -73.2% | -5.6% | -67.6% | -73.2% |
| 3M | -72.4% | +26.5% | -98.9% | -70.5% |
| 6M | -95.2% | +8.1% | -103.4% | -95.2% |
| YTD | -98.0% | -0.3% | -97.7% | -98.0% |
| 1Y | -98.3% | -0.9% | -97.4% | -98.3% |
| 3Y | -99.9% | +66.6% | -166.5% | -99.9% |
| 5Y | -99.9% | +54.0% | -153.8% | -99.9% |
| All | -99.9% | +67.8% | -167.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling