+126.7%
WFC vs DFNS
-99.9%
+226.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.2% |
| 7D | +1.1% | +0.8% | +0.3% | +1.1% |
| 30D | +0.8% | -73.2% | +74.0% | +0.7% |
| 3M | +9.3% | -72.4% | +81.7% | +9.4% |
| 6M | +10.6% | -95.2% | +105.9% | +10.5% |
| YTD | -4.1% | -98.0% | +93.9% | -4.3% |
| 1Y | +13.6% | -98.3% | +111.8% | +13.4% |
| 3Y | +130.7% | -99.9% | +230.6% | +132.8% |
| 5Y | +126.7% | -99.9% | +226.6% | +154.9% |
| All | +126.7% | -99.9% | +226.6% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling