-30.7%
DECK vs WAT
+41.4%
-72.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -13.6% | +2.3% | -15.9% | -14.0% |
| 3M | -21.2% | +8.7% | -30.0% | -22.6% |
| 6M | -21.1% | +28.3% | -49.4% | -25.4% |
| YTD | -17.2% | +7.8% | -25.0% | -20.0% |
| 1Y | -30.7% | +36.6% | -67.3% | -37.8% |
| All | -30.7% | +41.4% | -72.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling