+887.0%
DECK vs WTW
+221.1%
+666.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +6.4% | +0.5% | +5.9% | +6.2% |
| 30D | +9.1% | +10.4% | -1.3% | +4.2% |
| 3M | -7.2% | -4.8% | -2.4% | -5.2% |
| 6M | -9.9% | +28.5% | -38.4% | -20.3% |
| YTD | -12.8% | +0.5% | -13.3% | -14.6% |
| 1Y | +10.6% | +1.6% | +9.0% | +7.7% |
| 3Y | -13.8% | +42.5% | -56.4% | -31.1% |
| 5Y | +27.6% | +49.8% | -22.2% | -2.2% |
| 10Y | +887.0% | +218.4% | +668.7% | +422.2% |
| All | +887.0% | +221.1% | +666.0% | +422.2% |
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