+888.8%
DECK vs WCN
+314.6%
+574.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | +6.0% | +5.5% | +0.5% | +3.3% |
| 30D | +7.4% | +24.2% | -16.8% | -4.0% |
| 3M | -11.7% | +17.0% | -28.6% | -18.6% |
| 6M | -11.0% | +22.3% | -33.3% | -20.1% |
| YTD | -15.4% | +10.2% | -25.6% | -20.4% |
| 1Y | +7.2% | +16.5% | -9.2% | -2.1% |
| 3Y | -11.8% | +47.1% | -58.9% | -32.5% |
| 5Y | +24.3% | +47.9% | -23.6% | -6.6% |
| All | +888.8% | +314.6% | +574.2% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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