+197.0%
EWT vs DECK
-3.0%
+200.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +4.0% | -2.2% | +6.2% | +4.3% |
| 30D | +10.3% | -13.6% | +23.9% | +12.5% |
| 3M | +6.1% | -21.2% | +27.3% | +9.5% |
| 6M | +56.6% | -21.1% | +77.7% | +61.1% |
| YTD | +76.6% | -17.2% | +93.8% | +80.0% |
| 1Y | +97.9% | -30.7% | +128.6% | +106.5% |
| All | +197.0% | -3.0% | +200.0% | +208.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling