+741.1%
DECK vs WAT
+161.1%
+580.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -2.2% | -1.3% | -0.9% | -1.7% |
| 30D | -13.6% | +2.3% | -15.9% | -14.5% |
| 3M | -21.2% | +8.7% | -30.0% | -24.2% |
| 6M | -21.1% | +28.3% | -49.4% | -29.9% |
| YTD | -17.2% | +7.8% | -25.0% | -21.4% |
| 1Y | -30.7% | +36.6% | -67.3% | -41.2% |
| 3Y | -3.4% | +45.7% | -49.0% | -23.8% |
| 5Y | +25.5% | -3.3% | +28.9% | +18.4% |
| All | +741.1% | +161.1% | +580.1% | +399.0% |
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