+533.3%
WDC vs DECK
+25.8%
+507.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.5% | -15.8% | -17.0% |
| 7D | -32.3% | +6.0% | -38.3% | -33.4% |
| 30D | -34.9% | +7.4% | -42.3% | -36.2% |
| 3M | -48.4% | -11.7% | -36.8% | -47.0% |
| 6M | -42.4% | -11.0% | -31.5% | -41.9% |
| YTD | +55.5% | -15.4% | +70.9% | +57.2% |
| 1Y | +67.5% | +7.2% | +60.2% | +56.1% |
| 3Y | +727.3% | -11.8% | +739.1% | +651.9% |
| 5Y | +533.3% | +24.3% | +509.0% | +349.6% |
| All | +533.3% | +25.8% | +507.6% | +349.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling