-99.9%
DFNS vs WWD
+347.4%
-447.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.8% |
| 7D | +4.6% | +0.6% | +4.0% | +4.8% |
| 30D | -73.9% | -5.1% | -68.8% | -74.6% |
| 3M | -71.7% | -11.2% | -60.5% | -72.5% |
| 6M | -94.6% | -12.0% | -82.5% | -94.7% |
| YTD | -98.1% | +12.0% | -110.1% | -98.0% |
| 1Y | -98.3% | +42.8% | -141.1% | -98.2% |
| 3Y | -99.9% | +168.9% | -268.8% | -99.9% |
| 5Y | -99.9% | +192.2% | -292.1% | -99.8% |
| All | -99.9% | +347.4% | -447.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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