-99.6%
DFNS vs WU
-18.0%
-81.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.4% | -23.8% | -20.0% |
| 7D | -27.7% | +8.2% | -35.9% | -30.0% |
| 30D | -58.0% | +8.0% | -66.0% | -59.2% |
| 3M | -94.0% | -6.6% | -87.3% | -93.8% |
| 6M | -94.6% | -23.3% | -71.3% | -94.0% |
| YTD | -99.4% | -22.4% | -77.0% | -99.4% |
| 1Y | -99.6% | -18.0% | -81.7% | -99.6% |
| All | -99.6% | -18.0% | -81.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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