-99.9%
DFNS vs WY
-20.2%
-79.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -5.0% |
| 7D | +4.6% | -1.7% | +6.3% | +3.3% |
| 30D | -73.9% | -9.9% | -64.0% | -76.0% |
| 3M | -71.7% | -7.5% | -64.2% | -69.8% |
| 6M | -94.6% | -5.1% | -89.4% | -94.2% |
| YTD | -98.1% | -2.1% | -96.0% | -97.9% |
| 1Y | -98.3% | -7.3% | -91.0% | -98.2% |
| 3Y | -99.9% | -22.6% | -77.2% | -99.9% |
| All | -99.9% | -20.2% | -79.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling