+7,190.8%
DECK vs WST
+10,692.2%
-3,501.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.5% | +5.8% |
| 7D | +10.4% | +1.3% | +9.1% | +9.9% |
| 30D | +11.1% | +8.5% | +2.6% | +8.2% |
| 3M | -10.8% | +17.2% | -28.0% | -15.3% |
| 6M | -8.7% | +36.3% | -45.0% | -17.6% |
| YTD | -14.0% | +48.9% | -63.0% | -25.2% |
| 1Y | +12.0% | +42.9% | -30.9% | -1.4% |
| 3Y | -10.5% | +23.1% | -33.5% | -25.0% |
| 5Y | +28.5% | -4.4% | +32.9% | +14.7% |
| 10Y | +923.3% | +461.3% | +461.9% | +342.7% |
| All | +7,190.8% | +10,692.2% | -3,501.3% | +1,192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling