+888.8%
DECK vs WAB
+280.7%
+608.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +1.3% |
| 7D | +6.0% | -2.5% | +8.5% | +7.3% |
| 30D | +7.4% | -4.4% | +11.8% | +9.7% |
| 3M | -11.7% | -5.9% | -5.7% | -9.1% |
| 6M | -11.0% | +5.9% | -16.9% | -14.6% |
| YTD | -15.4% | +30.9% | -46.3% | -27.5% |
| 1Y | +7.2% | +35.8% | -28.6% | -9.9% |
| 3Y | -11.8% | +154.0% | -165.8% | -46.0% |
| 5Y | +24.3% | +203.9% | -179.5% | -30.8% |
| All | +888.8% | +280.7% | +608.1% | +306.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling