-99.9%
DFNS vs WU
-49.0%
-50.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.4% |
| 7D | -16.0% | -0.8% | -15.2% | -16.1% |
| 30D | -77.7% | -1.1% | -76.6% | -77.7% |
| 3M | -77.2% | -3.9% | -73.3% | -78.4% |
| 6M | -95.2% | -20.7% | -74.5% | -95.7% |
| YTD | -98.0% | -18.4% | -79.6% | -98.2% |
| 1Y | -98.3% | -8.1% | -90.2% | -98.4% |
| 3Y | -99.9% | -24.2% | -75.7% | -99.9% |
| 5Y | -99.9% | -50.4% | -49.4% | -99.9% |
| All | -99.9% | -49.0% | -50.9% | -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 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