+888.8%
DECK vs WST
+431.2%
+457.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.6% |
| 7D | +6.0% | -5.8% | +11.8% | +7.4% |
| 30D | +7.4% | +5.3% | +2.1% | +6.2% |
| 3M | -11.7% | +11.8% | -23.5% | -14.0% |
| 6M | -11.0% | +26.7% | -37.7% | -15.8% |
| YTD | -15.4% | +43.0% | -58.3% | -22.5% |
| 1Y | +7.2% | +38.9% | -31.6% | -1.3% |
| 3Y | -11.8% | +18.2% | -30.0% | -21.4% |
| 5Y | +24.3% | -1.5% | +25.8% | +15.5% |
| All | +888.8% | +431.2% | +457.6% | +476.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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