+94.3%
WFC vs DECK
+31.2%
+63.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.0% | -3.7% | +1.1% |
| 7D | +4.5% | +10.4% | -5.9% | +2.5% |
| 30D | +7.4% | +11.1% | -3.7% | +5.1% |
| 3M | -0.5% | -10.8% | +10.3% | +1.5% |
| 6M | +11.7% | -8.7% | +20.4% | +13.0% |
| YTD | -4.6% | -14.0% | +9.4% | -3.1% |
| 1Y | +2.5% | +12.0% | -9.5% | -1.3% |
| 3Y | +123.9% | -10.5% | +134.4% | +110.0% |
| 5Y | +94.3% | +28.5% | +65.8% | +53.7% |
| All | +94.3% | +31.2% | +63.1% | +53.7% |
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 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