+3,831.1%
WMT vs DECK
+7,820.9%
-3,989.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.3% |
| 7D | +3.9% | -2.2% | +6.2% | +4.0% |
| 30D | -4.4% | -13.6% | +9.2% | -3.7% |
| 3M | -8.8% | -21.2% | +12.5% | -7.8% |
| 6M | -15.6% | -21.1% | +5.4% | -14.8% |
| YTD | -3.2% | -17.2% | +14.0% | -2.6% |
| 1Y | +7.0% | -30.7% | +37.8% | +8.5% |
| 3Y | +105.3% | -3.4% | +108.7% | +102.9% |
| 5Y | +129.3% | +25.5% | +103.7% | +122.3% |
| 10Y | +423.9% | +714.7% | -290.7% | +361.4% |
| All | +3,831.1% | +7,820.9% | -3,989.8% | +2,829.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling