+741.1%
DECK vs WPM
+521.8%
+219.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.6% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -13.6% | +26.4% | -39.9% | -15.2% |
| 3M | -21.2% | +20.8% | -42.1% | -22.6% |
| 6M | -21.1% | +1.1% | -22.2% | -21.6% |
| YTD | -17.2% | +32.5% | -49.7% | -20.0% |
| 1Y | -30.7% | +51.5% | -82.3% | -34.1% |
| 3Y | -3.4% | +267.0% | -270.4% | -17.4% |
| 5Y | +25.5% | +250.1% | -224.6% | +6.4% |
| All | +741.1% | +521.8% | +219.4% | +604.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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