-99.9%
DFNS vs WY
+9.3%
-109.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.4% |
| 7D | -6.3% | -4.2% | -2.2% | -8.7% |
| 30D | -74.0% | -10.1% | -63.9% | -75.7% |
| 3M | -70.1% | -8.5% | -61.7% | -68.7% |
| 6M | -93.9% | -3.3% | -90.6% | -93.5% |
| YTD | -98.1% | -4.4% | -93.7% | -98.0% |
| 1Y | -98.3% | -11.5% | -86.8% | -98.2% |
| 3Y | -99.9% | -24.3% | -75.6% | -99.9% |
| 5Y | -99.9% | -21.3% | -78.6% | -99.9% |
| All | -99.9% | +9.3% | -109.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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