区间收益+27.78%
区间年化+3.74%
最大回撤-46.46%
日度记录1,619
累计收益路径
与策略对比页相同的交互曲线
首个归档交易日归一化为 0%；可滚轮缩放、拖拽平移或使用底部滑块。精确净值仍以日度表和 CSV 为准。
正在读取归档曲线…
当前查看的是 单一归档区间：源文件只覆盖 2020-01-02 至 2026-09-04，并非完整策略回测。
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2020 | +29.43% | 2020-01-02 — 2020-12-31 |
| 2021 | -2.26% | 2020-12-31 — 2021-12-31 |
| 2022 | -21.74% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.72% | 2022-12-30 — 2023-12-29 |
| 2024 | +20.82% | 2023-12-29 — 2024-12-31 |
| 2025 | +20.07% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.37% | 2025-12-31 — 2026-09-04 |
可追溯明细
日度净值
原档案净值 · 人民币元。 当前显示第 25 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-12-16 | 104,821.06 |
| 2024-12-17 | 104,132.72 |
| 2024-12-18 | 104,876.13 |
| 2024-12-19 | 104,325.45 |
| 2024-12-20 | 104,986.26 |
| 2024-12-23 | 104,793.53 |
| 2024-12-24 | 104,986.26 |
| 2024-12-25 | 106,307.88 |
| 2024-12-26 | 106,307.88 |
| 2024-12-27 | 106,418.02 |
| 2024-12-30 | 106,142.68 |
| 2024-12-31 | 106,720.89 |
| 2025-01-02 | 104,876.13 |
| 2025-01-03 | 101,819.88 |
| 2025-01-06 | 100,608.39 |
| 2025-01-07 | 100,057.72 |
| 2025-01-08 | 100,746.06 |
| 2025-01-09 | 100,553.33 |
| 2025-01-10 | 100,608.39 |
| 2025-01-13 | 98,846.23 |
| 2025-01-14 | 99,231.70 |
| 2025-01-15 | 101,461.94 |
| 2025-01-16 | 101,461.94 |
| 2025-01-17 | 100,883.73 |
| 2025-01-20 | 102,150.28 |
| 2025-01-21 | 102,590.82 |
| 2025-01-22 | 102,012.62 |
| 2025-01-23 | 101,985.08 |
| 2025-01-24 | 101,269.20 |
| 2025-01-27 | 102,563.29 |
| 2025-02-05 | 102,398.09 |
| 2025-02-06 | 101,131.53 |
| 2025-02-07 | 102,480.69 |
| 2025-02-10 | 104,022.58 |
| 2025-02-11 | 104,242.85 |
| 2025-02-12 | 103,609.57 |
| 2025-02-13 | 104,573.26 |
| 2025-02-14 | 104,325.45 |
| 2025-02-17 | 105,536.94 |
| 2025-02-18 | 105,289.13 |
| 2025-02-19 | 104,463.12 |
| 2025-02-20 | 105,123.93 |
| 2025-02-21 | 105,206.53 |
| 2025-02-24 | 106,252.82 |
| 2025-02-25 | 105,289.13 |
| 2025-02-26 | 105,096.40 |
| 2025-02-27 | 105,867.34 |
| 2025-02-28 | 105,674.61 |
| 2025-03-03 | 104,187.78 |
| 2025-03-04 | 103,224.10 |
数据来源、版本与可追溯信息
日度来源：optimization/historical_board/v7_wf_return_risk/benchmark_daily_nav.csv
日度 SHA-256：a449e6397f88c3b31f49da9edd4a497dfab16db6f71267311c378534dceffeb2
归档保留原始路径与校验值，以便复核；重复版本不应视为独立的策略验证。