+741.1%
DECK vs IWD
+197.9%
+543.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.3% |
| 7D | -2.2% | -0.3% | -2.0% | -1.9% |
| 30D | -13.6% | +0.6% | -14.2% | -14.1% |
| 3M | -21.2% | +7.2% | -28.5% | -27.2% |
| 6M | -21.1% | +16.2% | -37.3% | -33.3% |
| YTD | -17.2% | +23.3% | -40.6% | -34.6% |
| 1Y | -30.7% | +29.6% | -60.3% | -48.3% |
| 3Y | -3.4% | +70.5% | -73.8% | -46.0% |
| 5Y | +25.5% | +73.5% | -47.9% | -30.2% |
| All | +741.1% | +197.9% | +543.2% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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