+51.6%
SW vs DECK
-11.0%
+62.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +2.4% |
| 7D | +12.1% | +10.4% | +1.7% | +9.0% |
| 30D | +6.6% | +11.1% | -4.5% | +3.4% |
| 3M | -6.0% | -10.8% | +4.8% | -3.3% |
| 6M | +21.5% | -8.7% | +30.2% | +24.3% |
| YTD | +20.3% | -14.0% | +34.4% | +24.3% |
| 1Y | +28.1% | +12.0% | +16.1% | +24.0% |
| All | +51.6% | -11.0% | +62.5% | +46.1% |
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 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