+28.5%
DECK vs IWD
+74.7%
-46.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +2.4% |
| 7D | +10.4% | +2.5% | +7.8% | +6.8% |
| 30D | +11.1% | +6.0% | +5.1% | +2.8% |
| 3M | -10.8% | +3.8% | -14.5% | -14.9% |
| 6M | -8.7% | +16.3% | -25.1% | -25.2% |
| YTD | -14.0% | +27.5% | -41.5% | -37.4% |
| 1Y | +12.0% | +32.8% | -20.8% | -22.7% |
| 3Y | -10.5% | +84.3% | -94.8% | -58.4% |
| 5Y | +28.5% | +75.7% | -47.2% | -34.7% |
| All | +28.5% | +74.7% | -46.2% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling