+452.3%
EWT vs DECK
+753.0%
-300.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.4% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | -12.2% | +4.8% | -17.1% | -13.1% |
| 3M | -9.4% | -6.9% | -2.5% | -8.4% |
| 6M | +2.7% | -7.6% | +10.2% | +3.4% |
| YTD | +53.3% | -16.3% | +69.5% | +56.3% |
| 1Y | +59.2% | +4.5% | +54.7% | +55.4% |
| 3Y | +157.1% | -17.1% | +174.2% | +151.3% |
| 5Y | +119.6% | +21.9% | +97.7% | +92.0% |
| All | +452.3% | +753.0% | -300.7% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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