+137.0%
WFC vs DECK
+718.3%
-581.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +3.8% | -2.2% | +6.0% | +4.3% |
| 30D | +1.5% | -13.6% | +15.1% | +5.1% |
| 3M | +10.9% | -21.2% | +32.1% | +17.1% |
| 6M | +8.4% | -21.1% | +29.5% | +14.1% |
| YTD | -1.9% | -17.2% | +15.4% | +1.3% |
| 1Y | +12.3% | -30.7% | +43.1% | +20.4% |
| 3Y | +132.3% | -3.4% | +135.7% | +110.7% |
| 5Y | +130.1% | +25.5% | +104.5% | +84.9% |
| All | +137.0% | +718.3% | -581.3% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling