-30.7%
DECK vs WAB
+48.2%
-78.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.3% |
| 7D | -2.2% | -3.2% | +1.0% | -1.1% |
| 30D | -13.6% | -4.4% | -9.2% | -12.2% |
| 3M | -21.2% | +7.9% | -29.1% | -24.4% |
| 6M | -21.1% | +8.7% | -29.8% | -25.3% |
| YTD | -17.2% | +33.0% | -50.2% | -28.6% |
| 1Y | -30.7% | +46.7% | -77.4% | -42.3% |
| All | -30.7% | +48.2% | -78.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling