+741.1%
DECK vs WAB
+291.6%
+449.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -0.6% |
| 30D | -13.6% | -4.4% | -9.2% | -11.6% |
| 3M | -21.2% | +7.9% | -29.1% | -25.0% |
| 6M | -21.1% | +8.7% | -29.8% | -25.3% |
| YTD | -17.2% | +33.0% | -50.2% | -29.5% |
| 1Y | -30.7% | +46.7% | -77.4% | -44.1% |
| 3Y | -3.4% | +153.0% | -156.3% | -40.6% |
| 5Y | +25.5% | +222.3% | -196.7% | -31.9% |
| All | +741.1% | +291.6% | +449.5% | +250.9% |
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