+291.9%
WFC vs DFNS
-99.9%
+391.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.2% |
| 7D | +0.3% | -3.3% | +3.6% | +0.3% |
| 30D | +2.3% | -73.1% | +75.4% | +2.2% |
| 3M | +9.8% | -71.4% | +81.1% | +9.9% |
| 6M | +15.6% | -93.8% | +109.4% | +15.5% |
| YTD | -2.4% | -98.0% | +95.6% | -2.7% |
| 1Y | +13.8% | -98.2% | +112.0% | +13.6% |
| 3Y | +134.6% | -99.9% | +234.5% | +141.4% |
| 5Y | +127.9% | -99.9% | +227.8% | +115.9% |
| All | +291.9% | -99.9% | +391.7% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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