+431.4%
EWT vs DECK
+48,494.3%
-48,063.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -1.5% | -10.0% | -11.3% |
| 7D | -19.0% | +6.0% | -25.0% | -19.7% |
| 30D | -27.0% | +7.4% | -34.4% | -27.8% |
| 3M | -15.6% | -11.7% | -3.9% | -14.2% |
| 6M | -7.4% | -11.0% | +3.5% | -6.3% |
| YTD | +35.2% | -15.4% | +50.5% | +37.1% |
| 1Y | +36.0% | +7.2% | +28.8% | +33.0% |
| 3Y | +128.2% | -11.8% | +140.1% | +123.5% |
| 5Y | +97.4% | +24.3% | +73.0% | +80.2% |
| 10Y | +368.6% | +907.5% | -538.9% | +207.3% |
| All | +431.4% | +48,494.3% | -48,063.0% | +162.6% |
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