-100.0%
DFNS vs WY
+3.1%
-103.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -4.5% |
| 7D | -6.0% | -0.8% | -5.2% | -6.3% |
| 30D | -71.2% | +10.1% | -81.3% | -69.2% |
| 3M | -94.5% | -15.4% | -79.1% | -95.0% |
| 6M | -96.5% | -8.3% | -88.2% | -96.4% |
| YTD | -99.6% | -9.8% | -89.8% | -99.6% |
| 1Y | -99.7% | -3.9% | -95.8% | -99.7% |
| 3Y | -100.0% | -23.3% | -76.7% | -100.0% |
| 5Y | -100.0% | -31.2% | -68.8% | -100.0% |
| All | -100.0% | +3.1% | -103.1% | -100.0% |
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