+132.9%
WFC vs DECK
-3.0%
+135.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | +3.8% | -2.2% | +6.0% | +4.1% |
| 30D | +1.5% | -13.6% | +15.1% | +3.5% |
| 3M | +10.9% | -21.2% | +32.1% | +14.4% |
| 6M | +8.4% | -21.1% | +29.5% | +11.6% |
| YTD | -1.9% | -17.2% | +15.4% | 0.0% |
| 1Y | +12.3% | -30.7% | +43.1% | +17.2% |
| All | +132.9% | -3.0% | +135.9% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling