+26.1%
DECK vs WAB
+222.7%
-196.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -0.2% |
| 30D | -13.6% | -4.4% | -9.2% | -11.1% |
| 3M | -21.2% | +7.9% | -29.1% | -26.0% |
| 6M | -21.1% | +8.7% | -29.8% | -26.5% |
| YTD | -17.2% | +33.0% | -50.2% | -32.9% |
| 1Y | -30.7% | +46.7% | -77.4% | -47.7% |
| 3Y | -3.4% | +153.0% | -156.3% | -49.6% |
| All | +26.1% | +222.7% | -196.6% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling