+349.8%
WM vs DECK
+937.4%
-587.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | +1.1% |
| 7D | +5.9% | +10.4% | -4.4% | +5.0% |
| 30D | +15.4% | +11.1% | +4.3% | +14.3% |
| 3M | +6.3% | -10.8% | +17.1% | +7.3% |
| 6M | +5.6% | -8.7% | +14.3% | +6.2% |
| YTD | +9.9% | -14.0% | +24.0% | +10.7% |
| 1Y | +20.8% | +12.0% | +8.8% | +18.4% |
| 3Y | +48.5% | -10.5% | +59.0% | +43.5% |
| 5Y | +60.6% | +28.5% | +32.1% | +45.5% |
| 10Y | +349.8% | +923.3% | -573.5% | +223.5% |
| All | +349.8% | +937.4% | -587.6% | +223.5% |
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