+8.6%
DECK vs WAB
+39.3%
-30.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.8% |
| 7D | +5.8% | +1.4% | +4.3% | +5.2% |
| 30D | +7.9% | +0.4% | +7.5% | +7.6% |
| 3M | -11.4% | -3.8% | -7.6% | -10.3% |
| 6M | -16.6% | +5.1% | -21.6% | -18.9% |
| YTD | -16.4% | +33.3% | -49.7% | -29.1% |
| 1Y | +8.6% | +39.8% | -31.2% | -10.9% |
| All | +8.6% | +39.3% | -30.7% | -10.9% |
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 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