+28.1%
SW vs DECK
+11.2%
+16.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +1.8% |
| 7D | +12.1% | +10.4% | +1.7% | +7.9% |
| 30D | +6.6% | +11.1% | -4.5% | +2.2% |
| 3M | -6.0% | -10.8% | +4.8% | -2.4% |
| 6M | +21.5% | -8.7% | +30.2% | +25.3% |
| YTD | +20.3% | -14.0% | +34.4% | +26.9% |
| 1Y | +28.1% | +12.0% | +16.1% | +19.3% |
| All | +28.1% | +11.2% | +16.9% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling