+28.5%
DECK vs WAT
+34.4%
-5.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.4% |
| 7D | +10.4% | -1.9% | +12.3% | +11.1% |
| 30D | +11.1% | +6.2% | +4.9% | +8.5% |
| 3M | -10.8% | +18.1% | -28.8% | -16.2% |
| 6M | -8.7% | +54.9% | -63.6% | -23.2% |
| YTD | -14.0% | +23.1% | -37.2% | -21.8% |
| 1Y | +12.0% | +27.3% | -15.3% | +0.5% |
| 3Y | -10.5% | +79.5% | -90.0% | -33.2% |
| 5Y | +28.5% | +35.0% | -6.5% | +8.0% |
| All | +28.5% | +34.4% | -5.9% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling