+877.2%
DECK vs WAB
+287.6%
+589.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.1% |
| 7D | +5.8% | +1.4% | +4.3% | +4.9% |
| 30D | +7.9% | +0.4% | +7.5% | +7.4% |
| 3M | -11.4% | -3.8% | -7.6% | -9.9% |
| 6M | -16.6% | +5.1% | -21.6% | -19.7% |
| YTD | -16.4% | +33.3% | -49.7% | -29.0% |
| 1Y | +8.6% | +39.8% | -31.2% | -10.1% |
| 3Y | -15.1% | +161.1% | -176.2% | -48.7% |
| 5Y | +22.9% | +209.5% | -186.6% | -32.2% |
| All | +877.2% | +287.6% | +589.6% | +297.8% |
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