+877.2%
DECK vs WSM
+1,223.7%
-346.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | +5.8% | +0.5% | +5.2% | +5.5% |
| 30D | +7.9% | +6.0% | +1.9% | +5.3% |
| 3M | -11.4% | +3.2% | -14.6% | -12.6% |
| 6M | -16.6% | +37.1% | -53.7% | -27.0% |
| YTD | -16.4% | +44.2% | -60.5% | -28.5% |
| 1Y | +8.6% | +34.2% | -25.6% | -4.5% |
| 3Y | -15.1% | +249.3% | -264.4% | -52.2% |
| 5Y | +22.9% | +169.3% | -146.4% | -26.8% |
| All | +877.2% | +1,223.7% | -346.5% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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