+24.3%
DECK vs GWW
+217.1%
-192.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | 0.0% |
| 7D | +6.0% | +5.8% | +0.2% | +2.5% |
| 30D | +7.4% | +13.8% | -6.3% | -0.5% |
| 3M | -11.7% | +13.2% | -24.8% | -17.9% |
| 6M | -11.0% | +28.4% | -39.4% | -23.8% |
| YTD | -15.4% | +44.7% | -60.0% | -33.3% |
| 1Y | +7.2% | +52.1% | -44.8% | -18.2% |
| 3Y | -11.8% | +93.9% | -105.7% | -40.0% |
| 5Y | +24.3% | +221.4% | -197.1% | -39.9% |
| All | +24.3% | +217.1% | -192.8% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling