-99.9%
DFNS vs WU
-50.7%
-49.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.8% |
| 7D | +4.6% | -4.9% | +9.6% | +3.8% |
| 30D | -73.9% | -1.3% | -72.6% | -73.9% |
| 3M | -71.7% | -3.6% | -68.1% | -73.1% |
| 6M | -94.6% | -24.3% | -70.2% | -95.2% |
| YTD | -98.1% | -21.1% | -77.0% | -98.3% |
| 1Y | -98.3% | -10.3% | -88.0% | -98.4% |
| 3Y | -99.9% | -28.4% | -71.5% | -99.9% |
| 5Y | -99.9% | -51.2% | -48.7% | -99.9% |
| All | -99.9% | -50.7% | -49.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling