+839.4%
DECK vs WTW
+222.3%
+617.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.5% |
| 7D | +6.8% | +1.6% | +5.2% | +6.0% |
| 30D | +8.3% | +12.4% | -4.0% | +2.7% |
| 3M | -7.9% | -2.6% | -5.2% | -6.9% |
| 6M | -10.6% | +30.8% | -41.3% | -21.5% |
| YTD | -13.4% | +2.3% | -15.7% | -15.9% |
| 1Y | +12.5% | +4.9% | +7.6% | +7.8% |
| 3Y | -14.9% | +43.9% | -58.7% | -32.2% |
| 5Y | +27.5% | +53.8% | -26.4% | -3.5% |
| 10Y | +839.4% | +212.8% | +626.6% | +417.6% |
| All | +839.4% | +222.3% | +617.1% | +417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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