+2,333.2%
WEC vs DECK
+7,820.9%
-5,487.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -0.3% | -2.2% | +2.0% | -0.2% |
| 30D | -1.3% | -13.6% | +12.3% | -0.9% |
| 3M | -3.9% | -21.2% | +17.3% | -3.3% |
| 6M | -8.3% | -21.1% | +12.8% | -7.8% |
| YTD | +3.1% | -17.2% | +20.3% | +3.4% |
| 1Y | +1.9% | -30.7% | +32.7% | +2.7% |
| 3Y | +41.9% | -3.4% | +45.3% | +40.6% |
| 5Y | +30.8% | +25.5% | +5.2% | +28.0% |
| 10Y | +141.9% | +714.7% | -572.7% | +122.2% |
| All | +2,333.2% | +7,820.9% | -5,487.8% | +1,917.7% |
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