+451.6%
EWT vs DECK
+730.5%
-278.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.4% | -2.1% |
| 7D | +13.2% | -3.7% | +16.9% | +14.0% |
| 30D | -14.3% | +0.6% | -14.9% | -14.5% |
| 3M | -8.4% | -7.3% | -1.1% | -7.4% |
| 6M | +3.7% | -10.9% | +14.6% | +5.2% |
| YTD | +53.1% | -18.5% | +71.5% | +56.9% |
| 1Y | +55.5% | +0.2% | +55.3% | +53.0% |
| 3Y | +155.6% | -19.8% | +175.5% | +151.5% |
| 5Y | +119.3% | +18.7% | +100.6% | +92.7% |
| All | +451.6% | +730.5% | -278.9% | +269.7% |
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