+19.6%
SW vs DECK
-3.0%
+22.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | -4.6% | -13.6% | +9.0% | -1.1% |
| 3M | +9.4% | -21.2% | +30.6% | +16.0% |
| 6M | +3.5% | -21.1% | +24.6% | +9.5% |
| YTD | +22.0% | -17.2% | +39.3% | +27.2% |
| 1Y | +2.2% | -30.7% | +33.0% | +9.7% |
| All | +19.6% | -3.0% | +22.6% | +27.1% |
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