+294.2%
WFC vs DFNS
-99.9%
+394.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +3.8% | -16.0% | +19.8% | +3.8% |
| 30D | +1.5% | -77.7% | +79.2% | +1.4% |
| 3M | +10.9% | -77.2% | +88.0% | +10.9% |
| 6M | +8.4% | -95.2% | +103.6% | +8.3% |
| YTD | -1.9% | -98.0% | +96.1% | -2.1% |
| 1Y | +12.3% | -98.3% | +110.6% | +12.1% |
| 3Y | +132.3% | -99.9% | +232.2% | +138.8% |
| 5Y | +130.1% | -99.9% | +229.9% | +117.3% |
| All | +294.2% | -99.9% | +394.0% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling