-12.8%
DECK vs WSM
+266.8%
-279.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.5% | -0.5% | +3.3% |
| 7D | +10.4% | +8.0% | +2.4% | +7.0% |
| 30D | +11.1% | +13.5% | -2.4% | +5.5% |
| 3M | -10.8% | +8.8% | -19.6% | -13.8% |
| 6M | -8.7% | +54.7% | -63.5% | -23.5% |
| YTD | -14.0% | +53.3% | -67.3% | -27.9% |
| 1Y | +12.0% | +41.1% | -29.1% | -3.2% |
| All | -12.8% | +266.8% | -279.6% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling