+126.1%
AWK vs DECK
+718.3%
-592.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +1.7% | -2.2% | +4.0% | +1.9% |
| 30D | +5.6% | -13.6% | +19.2% | +6.5% |
| 3M | +15.9% | -21.2% | +37.1% | +17.5% |
| 6M | +4.6% | -21.1% | +25.7% | +5.9% |
| YTD | +10.1% | -17.2% | +27.3% | +10.9% |
| 1Y | +2.1% | -30.7% | +32.8% | +3.8% |
| 3Y | +9.8% | -3.4% | +13.2% | +5.1% |
| 5Y | -15.4% | +25.5% | -40.9% | -22.6% |
| All | +126.1% | +718.3% | -592.2% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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