+7,078.7%
DECK vs WSM
+27,385.6%
-20,306.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.4% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +7.4% | +7.1% | +0.4% | +5.6% |
| 3M | -11.7% | +4.5% | -16.1% | -12.6% |
| 6M | -11.0% | +44.4% | -55.3% | -19.0% |
| YTD | -15.4% | +46.8% | -62.1% | -23.4% |
| 1Y | +7.2% | +31.7% | -24.5% | -0.3% |
| 3Y | -11.8% | +250.6% | -262.4% | -37.3% |
| 5Y | +24.3% | +174.1% | -149.8% | -8.3% |
| 10Y | +907.5% | +1,265.2% | -357.7% | +386.6% |
| All | +7,078.7% | +27,385.6% | -20,306.9% | +2,413.8% |
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