-39.0%
DECK vs WETO
-99.8%
+60.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -4.4% |
| 7D | -3.7% | -25.4% | +21.7% | -3.7% |
| 30D | +0.6% | -35.8% | +36.4% | +0.5% |
| 3M | -7.3% | -84.6% | +77.3% | -7.8% |
| 6M | -10.9% | -98.8% | +87.9% | -9.3% |
| YTD | -18.5% | -99.3% | +80.8% | -16.7% |
| 1Y | +0.2% | -99.4% | +99.6% | +2.8% |
| All | -39.0% | -99.8% | +60.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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