+353.4%
EWT vs DECK
+885.7%
-532.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -1.5% | -10.0% | -11.3% |
| 7D | -19.0% | +6.0% | -25.0% | -19.8% |
| 30D | -27.0% | +7.4% | -34.4% | -28.0% |
| 3M | -15.6% | -11.7% | -3.9% | -13.9% |
| 6M | -7.4% | -11.0% | +3.5% | -6.1% |
| YTD | +35.2% | -15.4% | +50.5% | +37.5% |
| 1Y | +36.0% | +7.2% | +28.8% | +32.1% |
| 3Y | +128.2% | -11.8% | +140.1% | +120.5% |
| 5Y | +97.4% | +24.3% | +73.0% | +72.3% |
| All | +353.4% | +885.7% | -532.3% | +211.1% |
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