+28.5%
DECK vs WAB
+227.0%
-198.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.1% | +4.9% | +5.3% |
| 7D | +10.4% | +4.5% | +5.8% | +7.4% |
| 30D | +11.1% | +1.1% | +10.0% | +10.2% |
| 3M | -10.8% | -1.3% | -9.5% | -10.3% |
| 6M | -8.7% | +12.7% | -21.5% | -16.9% |
| YTD | -14.0% | +38.7% | -52.7% | -32.4% |
| 1Y | +12.0% | +44.9% | -32.9% | -14.6% |
| 3Y | -10.5% | +169.0% | -179.5% | -55.6% |
| 5Y | +28.5% | +229.7% | -201.2% | -47.1% |
| All | +28.5% | +227.0% | -198.5% | -47.1% |
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