+168.5%
WMT vs DECK
+23.3%
+145.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +1.6% | +5.8% | -4.1% | +1.0% |
| 30D | +16.1% | +7.9% | +8.2% | +15.1% |
| 3M | +12.3% | -11.4% | +23.7% | +13.5% |
| 6M | -3.1% | -16.6% | +13.5% | -1.6% |
| YTD | +13.4% | -16.4% | +29.7% | +14.6% |
| 1Y | +24.5% | +8.6% | +15.8% | +22.4% |
| 3Y | +135.7% | -15.1% | +150.8% | +129.8% |
| All | +168.5% | +23.3% | +145.3% | +127.3% |
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