+748.8%
DECK vs GWW
+658.3%
+90.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | +0.1% | +3.6% | -3.4% | -1.6% |
| 30D | +4.8% | +12.1% | -7.3% | -0.9% |
| 3M | -6.9% | +12.9% | -19.8% | -12.4% |
| 6M | -7.6% | +19.3% | -26.9% | -15.5% |
| YTD | -16.3% | +48.7% | -65.0% | -31.7% |
| 1Y | +4.5% | +60.5% | -56.0% | -18.1% |
| 3Y | -17.1% | +93.3% | -110.4% | -39.7% |
| 5Y | +21.9% | +219.0% | -197.1% | -30.4% |
| All | +748.8% | +658.3% | +90.5% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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