+14,764.2%
DECK vs WAB
+4,027.3%
+10,736.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +0.6% |
| 7D | +6.0% | -2.5% | +8.5% | +7.0% |
| 30D | +7.4% | -4.4% | +11.8% | +9.2% |
| 3M | -11.7% | -5.9% | -5.7% | -9.7% |
| 6M | -11.0% | +5.9% | -16.9% | -13.6% |
| YTD | -15.4% | +30.9% | -46.3% | -24.3% |
| 1Y | +7.2% | +35.8% | -28.6% | -5.4% |
| 3Y | -11.8% | +154.0% | -165.8% | -38.3% |
| 5Y | +24.3% | +203.9% | -179.5% | -18.6% |
| 10Y | +907.5% | +286.7% | +620.8% | +470.4% |
| All | +14,764.2% | +4,027.3% | +10,736.9% | +4,318.6% |
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