+26.1%
DECK vs WSM
+179.2%
-153.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.7% |
| 7D | -2.2% | -3.3% | +1.0% | -0.9% |
| 30D | -13.6% | -8.4% | -5.2% | -10.4% |
| 3M | -21.2% | +9.7% | -30.9% | -24.3% |
| 6M | -21.1% | +16.7% | -37.8% | -26.0% |
| YTD | -17.2% | +28.7% | -45.9% | -25.7% |
| 1Y | -30.7% | +13.7% | -44.4% | -34.9% |
| 3Y | -3.4% | +230.1% | -233.4% | -43.3% |
| All | +26.1% | +179.2% | -153.1% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling