-1.8%
DECK vs WAB
+153.4%
-155.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -0.3% |
| 30D | -13.6% | -4.4% | -9.2% | -11.3% |
| 3M | -21.2% | +7.9% | -29.1% | -25.8% |
| 6M | -21.1% | +8.7% | -29.8% | -26.3% |
| YTD | -17.2% | +33.0% | -50.2% | -32.6% |
| 1Y | -30.7% | +46.7% | -77.4% | -47.5% |
| All | -1.8% | +153.4% | -155.2% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling