-100.0%
DFNS vs WWD
+341.1%
-441.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -1.6% |
| 7D | -42.8% | +4.2% | -47.0% | -42.3% |
| 30D | -67.6% | -0.8% | -66.8% | -67.6% |
| 3M | -94.9% | -8.2% | -86.7% | -95.1% |
| 6M | -96.7% | -9.8% | -86.9% | -96.8% |
| YTD | -99.6% | +10.4% | -110.0% | -99.6% |
| 1Y | -99.7% | +25.5% | -125.2% | -99.7% |
| 3Y | -100.0% | +155.8% | -255.8% | -100.0% |
| 5Y | -100.0% | +187.3% | -287.3% | -100.0% |
| All | -100.0% | +341.1% | -441.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling