+14,437.2%
DECK vs WAB
+4,092.2%
+10,345.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.3% |
| 7D | -2.2% | -3.2% | +1.0% | -1.0% |
| 30D | -13.6% | -4.4% | -9.2% | -12.1% |
| 3M | -21.2% | +7.9% | -29.1% | -24.0% |
| 6M | -21.1% | +8.7% | -29.8% | -24.1% |
| YTD | -17.2% | +33.0% | -50.2% | -26.3% |
| 1Y | -30.7% | +46.7% | -77.4% | -40.6% |
| 3Y | -3.4% | +153.0% | -156.3% | -32.2% |
| 5Y | +25.5% | +222.3% | -196.7% | -19.4% |
| 10Y | +714.7% | +291.0% | +423.7% | +359.5% |
| All | +14,437.2% | +4,092.2% | +10,345.0% | +4,201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling