+888.8%
DECK vs WAT
+224.1%
+664.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.3% |
| 7D | +6.0% | -5.6% | +11.6% | +8.5% |
| 30D | +7.4% | +3.8% | +3.6% | +5.6% |
| 3M | -11.7% | +13.3% | -24.9% | -16.5% |
| 6M | -11.0% | +32.2% | -43.1% | -21.6% |
| YTD | -15.4% | +19.3% | -34.7% | -23.3% |
| 1Y | +7.2% | +21.8% | -14.6% | -3.8% |
| 3Y | -11.8% | +73.9% | -85.8% | -35.9% |
| 5Y | +24.3% | +32.1% | -7.7% | +1.1% |
| All | +888.8% | +224.1% | +664.7% | +470.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling