-12.8%
DECK vs WST
+21.7%
-34.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.5% | +5.9% |
| 7D | +10.4% | +1.3% | +9.1% | +10.2% |
| 30D | +11.1% | +8.5% | +2.6% | +10.3% |
| 3M | -10.8% | +17.2% | -28.0% | -12.0% |
| 6M | -8.7% | +36.3% | -45.0% | -11.1% |
| YTD | -14.0% | +48.9% | -63.0% | -17.0% |
| 1Y | +12.0% | +42.9% | -30.9% | +8.4% |
| All | -12.8% | +21.7% | -34.5% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling