+132.3%
WMT vs DECK
+25.5%
+106.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.3% |
| 7D | +3.9% | -2.2% | +6.2% | +4.1% |
| 30D | -4.4% | -13.6% | +9.2% | -3.1% |
| 3M | -8.8% | -21.2% | +12.5% | -6.8% |
| 6M | -15.6% | -21.1% | +5.4% | -13.9% |
| YTD | -3.2% | -17.2% | +14.0% | -2.0% |
| 1Y | +7.0% | -30.7% | +37.8% | +10.2% |
| 3Y | +105.3% | -3.4% | +108.7% | +97.7% |
| All | +132.3% | +25.5% | +106.8% | +104.6% |
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