+594.1%
EWT vs DECK
+47,425.4%
-46,831.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 3M | +6.1% | -21.2% | +27.3% | +9.5% |
| 6M | +56.6% | -21.1% | +77.7% | +61.4% |
| YTD | +76.6% | -17.2% | +93.8% | +79.9% |
| 1Y | +97.9% | -30.7% | +128.6% | +106.0% |
| 3Y | +198.0% | -3.4% | +201.3% | +187.3% |
| 5Y | +151.8% | +25.5% | +126.2% | +129.3% |
| 10Y | +514.1% | +714.7% | -200.5% | +314.6% |
| All | +594.1% | +47,425.4% | -46,831.3% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling