-29.5%
DECK vs WETO
-98.9%
+69.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -2.3% | -57.2% | +54.9% | -2.9% |
| 30D | -15.2% | -48.8% | +33.5% | -14.9% |
| 3M | -24.7% | -97.7% | +72.9% | -21.5% |
| 6M | -20.8% | -94.3% | +73.5% | -19.8% |
| YTD | -20.3% | -97.0% | +76.7% | -17.4% |
| 1Y | -29.5% | -98.9% | +69.4% | -28.8% |
| All | -29.5% | -98.9% | +69.4% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling