+755.0%
SW vs DECK
+1,040.7%
-285.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | -5.1% | -2.2% | -2.9% | -4.9% |
| 30D | -4.6% | -13.6% | +9.0% | -3.1% |
| 3M | +9.4% | -21.2% | +30.6% | +12.1% |
| 6M | +3.5% | -21.1% | +24.6% | +6.1% |
| YTD | +22.0% | -17.2% | +39.3% | +24.2% |
| 1Y | +2.2% | -30.7% | +33.0% | +5.5% |
| 3Y | +19.6% | -3.4% | +22.9% | +18.9% |
| 5Y | -2.3% | +25.5% | -27.9% | -6.0% |
| 10Y | +181.4% | +714.7% | -533.3% | +142.6% |
| All | +755.0% | +1,040.7% | -285.7% | +646.5% |
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