-100.0%
DFNS vs WU
-50.4%
-49.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.3% |
| 7D | -6.0% | -2.0% | -3.9% | -6.3% |
| 30D | -71.2% | +11.4% | -82.6% | -70.6% |
| 3M | -94.5% | -6.8% | -87.7% | -94.6% |
| 6M | -96.5% | -14.6% | -81.9% | -96.8% |
| YTD | -99.6% | -20.6% | -79.0% | -99.7% |
| 1Y | -99.7% | -15.4% | -84.3% | -99.7% |
| 3Y | -100.0% | -23.6% | -76.4% | -100.0% |
| 5Y | -100.0% | -43.4% | -56.6% | -100.0% |
| All | -100.0% | -50.4% | -49.6% | -100.0% |
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