+743.1%
SW vs DECK
+1,084.5%
-341.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +3.4% |
| 7D | +12.1% | +10.4% | +1.7% | +10.9% |
| 30D | +6.6% | +11.1% | -4.5% | +5.3% |
| 3M | -6.0% | -10.8% | +4.8% | -4.9% |
| 6M | +21.5% | -8.7% | +30.2% | +22.6% |
| YTD | +20.3% | -14.0% | +34.4% | +22.0% |
| 1Y | +28.1% | +12.0% | +16.1% | +26.6% |
| 3Y | +51.6% | -10.5% | +62.1% | +51.7% |
| 5Y | -0.1% | +28.5% | -28.6% | -4.1% |
| 10Y | +189.7% | +923.3% | -733.5% | +146.9% |
| All | +743.1% | +1,084.5% | -341.5% | +632.9% |
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