+6,920.8%
DECK vs WSM
+23,997.8%
-17,076.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | -2.2% | -3.3% | +1.0% | -1.4% |
| 30D | -13.6% | -8.4% | -5.2% | -11.6% |
| 3M | -21.2% | +9.7% | -30.9% | -23.2% |
| 6M | -21.1% | +16.7% | -37.8% | -24.1% |
| YTD | -17.2% | +28.7% | -45.9% | -22.5% |
| 1Y | -30.7% | +13.7% | -44.4% | -33.2% |
| 3Y | -3.4% | +230.1% | -233.4% | -30.4% |
| 5Y | +25.5% | +179.0% | -153.4% | -7.7% |
| 10Y | +714.7% | +1,002.5% | -287.9% | +314.0% |
| All | +6,920.8% | +23,997.8% | -17,076.9% | +2,443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling