-100.0%
DFNS vs WU
-49.5%
-50.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -42.8% | +9.1% | -51.9% | -41.7% |
| 30D | -67.6% | +12.1% | -79.6% | -66.8% |
| 3M | -94.9% | +0.3% | -95.2% | -94.8% |
| 6M | -96.7% | -19.1% | -77.6% | -97.0% |
| YTD | -99.6% | -19.2% | -80.4% | -99.6% |
| 1Y | -99.7% | -15.3% | -84.5% | -99.8% |
| 3Y | -100.0% | -21.3% | -78.7% | -100.0% |
| 5Y | -100.0% | -41.7% | -58.3% | -100.0% |
| All | -100.0% | -49.5% | -50.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling