+726.4%
DECK vs WTW
+212.3%
+514.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.6% |
| 7D | -3.7% | -2.3% | -1.4% | -2.6% |
| 30D | +0.6% | +10.7% | -10.1% | -4.0% |
| 3M | -7.3% | -3.1% | -4.3% | -6.1% |
| 6M | -10.9% | +31.7% | -42.6% | -22.0% |
| YTD | -18.5% | +1.1% | -19.6% | -20.4% |
| 1Y | +0.2% | +4.1% | -3.9% | -3.6% |
| 3Y | -19.8% | +42.1% | -61.9% | -35.8% |
| 5Y | +18.7% | +52.2% | -33.6% | -9.7% |
| All | +726.4% | +212.3% | +514.1% | +352.9% |
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