+27.5%
DECK vs WY
-32.7%
+60.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.6% |
| 7D | +6.8% | +0.2% | +6.6% | +6.7% |
| 30D | +8.3% | +8.0% | +0.3% | +3.6% |
| 3M | -7.9% | -17.7% | +9.8% | +2.6% |
| 6M | -10.6% | -10.8% | +0.2% | -5.3% |
| YTD | -13.4% | -10.6% | -2.8% | -9.1% |
| 1Y | +12.5% | -5.7% | +18.2% | +14.1% |
| 3Y | -14.9% | -24.8% | +9.9% | -3.8% |
| 5Y | +27.5% | -31.7% | +59.2% | +57.9% |
| All | +27.5% | -32.7% | +60.2% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling